Specification analysis of diffusion models for the Italian short rate
Year of publication: |
2005
|
---|---|
Authors: | Gentile, Monica ; Renò, Roberto ; Batten, Jonathan A. |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 34.2005, 1, p. 51-83
|
Subject: | Zinsstruktur | Yield curve | Schätzung | Estimation | Theorie | Theory | Italien | Italy | Ökonometrisches Modell | Econometric model |
-
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio, (2019)
-
Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen, (2008)
-
Essays on financial markets and the macroeconomy
Mönch, Emanuel, (2006)
- More ...
-
Which model for the Italian interest rates?
Gentile, Monica, (2002)
-
Which model for the Italian interest rates?
Gentile, Monica, (2002)
-
Specification Analysis of Diffusion Models for the Italian Short Rate
Gentile, Monica, (2005)
- More ...