No-Arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth
Year of publication: |
[2011]
|
---|---|
Authors: | Jardet, Caroline |
Other Persons: | Monfort, Alain (contributor) ; Pegoraro, Fulvio (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1340303 [DOI] |
Classification: | C51 - Model Construction and Estimation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E47 - Forecasting and Simulation ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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