The term structure of government bond yields in an emerging market
Wali Ullah, Khadija Malik Bari
| Year of publication: |
2018
|
|---|---|
| Authors: | Ullah, Wali ; Bari, Khadija Malik |
| Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 21.2018, 3, p. 5-28
|
| Subject: | yield curve | forecasting | emerging markets | Kalman filter | EGARCH | Zinsstruktur | Yield curve | Schwellenländer | Emerging economies | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Prognose | Forecast |
freely available
| 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/10012021769