Yield curve dynamics : regional common factor model
Year of publication: |
2011
|
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Authors: | Šopov, Boril ; Seidler, Jakub |
Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 20.2011, 2, p. 140-156
|
Subject: | Zinsstruktur | Yield curve | Dynamische Wirtschaftstheorie | Economic dynamics | Faktorenanalyse | Factor analysis | Zustandsraummodell | State space model | Tschechien | Czech Republic | Slowakei | Slovakia | Polen | Poland | Ungarn | Hungary |
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