Explaining yield curve dynamics
Roland Füss and Olena Nikitina
| Year of publication: |
2011
|
|---|---|
| Authors: | Füss, Roland ; Nikitina, Olena |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 21.2011, 2, p. 68-87
|
| Subject: | Zinsstruktur | Yield curve | Konjunktur | Business cycle | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Faktorenanalyse | Factor analysis | Theorie | Theory | Schätzung | Estimation | USA | United States | 1982-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009349763