Modeling the FIBOR/EURIBOR swap term structure: An empirical approach
Year of publication: |
2005
|
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Authors: | Blaskowitz, Oliver J. ; Herwartz, Helmut ; Cadenas Santiago, Gonzalo de |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Geldmarkt | Zinsstruktur | Zinsswap | Schätzung | Deutschland | EU-Staaten | Principal components | Factor Analysis | Ex-ante forecasting | EURIBOR swap rates | Term structure | Trading strategies. |
Series: | SFB 649 Discussion Paper ; 2005-024 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 496773224 [GVK] hdl:10419/25043 [Handle] RePEc:zbw:sfb649:sfb649dp2005-024 [RePEc] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G29 - Financial Institutions and Services. Other |
Source: |
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Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
Blaskowitz, Oliver J., (2005)
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Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver J., (2008)
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Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach
Blaskowitz, Oliver J., (2005)
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Modeling the FIBOR/EURIBOR swap term structure : an empirical approach
Blaskowitz, Oliver, (2005)
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Modeling the FIBOR/EURIBOR swap term structure : an empirical approach
Blaskowitz, Oliver, (2005)
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Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
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