Modelling sovereign bond spreads in the euro area : a nonlinear global VAR model
Year of publication: |
2013
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Authors: | Favero, Carlo A. |
Published in: |
The GVAR handbook : structure and applications of a macro model of the global economy for policy analysis. - Oxford : Oxford University Press, ISBN 0-19-967008-0. - 2013, p. 166-181
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Subject: | Öffentliche Anleihe | Public bond | Eurozone | Euro area | VAR-Modell | VAR model | EU-Staaten | EU countries | Zinsstruktur | Yield curve |
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