Modelling and forecasting government bond spreads in the euro area : a GVAR model
Carlo A. Favero
| Year of publication: |
2013
|
|---|---|
| Authors: | Favero, Carlo A. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 2, p. 343-356
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| Subject: | Global VAR | Bond spreads in the euro-area | Exchange rate premium | Öffentliche Anleihe | Public bond | Eurozone | Euro area | VAR-Modell | VAR model | Zinsstruktur | Yield curve | EU-Staaten | EU countries | Risikoprämie | Risk premium | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Anleihe | Bond | Euro | Kreditrisiko | Credit risk |
| 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/10010255139