Global and regional yield curve dynamics and interactions : the case of some Asian countries
Byung Yoon Bae & Dong Heon Kim
| Year of publication: |
2011
|
|---|---|
| Authors: | Byung Yoon Bae ; Kim, Dong-heon |
| Published in: |
International economic journal. - Abingdon : Routledge, ISSN 1016-8737, ZDB-ID 902866-3. - Vol. 25.2011, 4, p. 717-738
|
| Subject: | Term structure | dynamic factor model | Kalman filter | global yield | regional yield | Bond market | Zinsstruktur | Yield curve | Rentenmarkt | Zustandsraummodell | State space model | Asien | Asia | Rendite | Yield | Kapitaleinkommen | Capital income | Schätzung | Estimation | Japan |
| 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/10009490313