Forecasting sovereign credit spreads : a cointegration model
Year of publication: |
2005
|
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Authors: | Sueppel, Ralph |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 15.2005, 1, p. 54-67
|
Subject: | Staatspapier | Government securities | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Schätzung | Estimation | USA | United States |
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