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~person:"Vahey, S.P."
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cost minimization
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Vahey, S.P.
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Scope for Cost Minimization in Public Debt Management: the Case of the UK
Coe, P.J.
;
Pesaran, M.H.
;
Vahey, S.P.
-
Faculty of Economics, University of Cambridge
-
2003
constructed using monthly forecasts of return spreads based on
recursive
modelling
(RM) procedure recently developed by Pesaran …
Persistent link: https://www.econbiz.de/10005113821
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2
The Cost Efficiency of UK Debt Management: A
Recursive
Modelling
Approach
Coe, P.
;
Pesaran, M.H.
;
Vahey, S.P.
-
Faculty of Economics, University of Cambridge
-
2000
recursive
modelling
procedure applied to forecasting stock returns by Pesaran and Timmermann (1995, 2000), it is shown that bond …
Persistent link: https://www.econbiz.de/10005113848
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