Scenario Generation for Long-Run Interest Rate Risk Assessment
Year of publication: |
2016
|
---|---|
Authors: | Engle, Robert F. |
Other Persons: | Roussellet, Guillaume (contributor) ; Siriwardane, Emil (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Zinsrisiko | Interest rate risk | Theorie | Theory | Zins | Interest rate | Szenariotechnik | Scenario analysis |
Extent: | 1 Online-Ressource (42 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2828236 [DOI] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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