Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Francis X. Diebold; Canlin Li; Vivian Z. Yue
| Year of publication: |
2008
|
|---|---|
| Authors: | Diebold, Francis X. ; Li, Canlin ; Yue, Vivian Z. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 146.2008, 2, p. 351-363
|
| Subject: | Rentenmarkt | Bond market | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Internationaler Finanzmarkt | International financial market | Deutschland | Germany | Japan | Großbritannien | United Kingdom | USA | United States | 1985-2005 |
| 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/10003782998