Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets
Year of publication: |
2018
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Authors: | Sowmya, Subramaniam ; Prasanna, Krishna |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 54.2018, p. 178-192
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Subject: | Dynamic Nelson Siegel model | Economic activity | Macroeconomic factors | Monetary policy | Sovereign bond markets | Yield curve | Zinsstruktur | Geldpolitik | Finanzkrise | Financial crisis | Öffentliche Anleihe | Public bond | Rentenmarkt | Bond market | Wirkungsanalyse | Impact assessment | Kapitaleinkommen | Capital income | Asien | Asia |
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