Improving market-based forecasts of short-term interest rates : time-varying stationarity and the predictive content of switching regime-expectations
Ralf Ahrens
| Year of publication: |
1999
|
|---|---|
| Authors: | Ahrens, Ralf |
| Publisher: |
Frankfurt a. Main : Center for Financial Studies |
| Subject: | Peso problem | Zins | Interest rate | Geldmarkt | Money market | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany |
| Extent: | 33, [1] S graph. Darst |
|---|---|
| Series: | CFS working paper series. - Frankfurt, M. : Inst. für Kapitalmarktforschung, ZDB-ID 2372429-8. - Vol. 1999/14 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001423502