Multiple threshold regimes and macroeconomic predictors for analyzing and pricing interest rate-dependent instruments
Year of publication: |
2012
|
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Authors: | Filipova, Kameliya |
Subject: | Zinspolitik | Interest rate policy | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Zinsrisiko | Interest rate risk | Geldpolitik | Zinsänderungsrisiko | Aktienmarkt |
Extent: | Online-Ressource (PDF-Datei: 133 S., 922 KB) graph. Darst. |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Thesis |
Language: | English |
Thesis: | St. Gallen, Univ., Diss., 2012 |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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