Term structure forecasting : no-arbitrage restrictions versus large information set
Carlo A. Favero, Linlin Niu and Linlin Niu
| Year of publication: |
2012
|
|---|---|
| Authors: | Favero, Carlo A. ; Niu, Linlin ; Sala, Luca |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 31.2012, 2, p. 124-156
|
| Subject: | Zinsstruktur | Yield curve | Prognose | Forecast | Kapitaleinkommen | Capital income | Ökonometrisches Modell | Econometric model | USA | United States | 1974-2003 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009503690