Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market
Year of publication: |
2015
|
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Authors: | Andrada Félix, Julián ; Fernandez-Perez, Adrian ; Fernández Rodríguez, Fernando |
Published in: |
SERIEs : Journal of the Spanish Economic Association. - Berlin : Springer, ISSN 1869-4195, ZDB-ID 2536381-5. - Vol. 6.2015, 2, p. 207-245
|
Subject: | Term structure | Fixed income | Predictions | Nelson and Siegel model | Nearest neighbours | Spanien | Spain | Anleihe | Bond | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Öffentliche Schulden | Public debt | Theorie | Theory |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1007/s13209-015-0123-4 [DOI] hdl:10419/158540 [Handle] |
Classification: | C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: | ECONIS - Online Catalogue of the ZBW |
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