Taking the Cochrane-Piazzesi Term Structure Model Out of Sample : More Data, Additional Currencies, and FX Implications
Year of publication: |
2018
|
---|---|
Authors: | Hodrick, Robert J. |
Other Persons: | Tomunen, Tuomas (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Stichprobenerhebung | Sampling | Schätzung | Estimation |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Series: | NBER Working Paper ; No. w25092 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2018 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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