Search Results - subject:"Siegel"

Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve

Gertler, Lubomira - In: Czech Journal of Economics and Finance (Finance a uver) 65 (2015) 2, pp. 106-126

We study how unconventional monetary policy affects the shape of the yield curve and, conversely, the predictive power of short-run yield curve dynamics for the policy event. Two types of unconventional monetary policy measures are analysed: i) announcements and actions related to extension of...

Persistent link: https://www.econbiz.de/10011240302

Spielen mit guten Gewissen : ein Vorschlag zur Zertifizierung der deutschen Spielwarenindustrie und ein Schritt näher zum Schachmatt des Greenwashing

Balzer, Jessica-Elena - 2015

und Verifizierung nachhaltigen Spielzeugs gibt. Zwar existieren verschiedene Siegel, die beispielsweise die Sicherheit …

Persistent link: https://www.econbiz.de/10011409043

Term structure analysis with big data : one-step estimation using bond prices

Andreasen, Martin Møller; Christensen, Jens H. E.; … - In: Journal of econometrics 212 (2019) 1, pp. 26-46

Persistent link: https://www.econbiz.de/10012303862

Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models

Guidolin, Massimo; Pedio, Manuela - In: Journal of economic dynamics & control 107 (2019), pp. 1-30

Persistent link: https://www.econbiz.de/10012312634

The term structure of option-implied volatility and future realized volatility

Shi, Yukun; Zhang, Hao; Xu, Yaofei; Zhao, Yang - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 13, pp. 2997-3022

Persistent link: https://www.econbiz.de/10012211068

Modifying hybrid optimisation algorithms to construct spot term structure of interest rates and proposing a standardised assessment

Sasongko, Aryo; Utama, Cynthia Afriani; Wibowo, Buddi; … - In: Computational economics 54 (2019) 3, pp. 957-1003

Persistent link: https://www.econbiz.de/10012134486

Amélioration de la méthodologie de construction de la courbe des taux sans risque dans la zone UEMOA

Gbongué, Florent - In: Assurances et gestion des risques : revue trimestrielle 86 (2019) 3/4, pp. 127-164

Persistent link: https://www.econbiz.de/10012213995

Yield curve fitting with artificial intelligence : a comparison of standard fitting methods with artificial intelligence algorithms

Posthaus, Achim - In: The journal of computational finance 22 (2018/2019) 5, pp. 1-23

Persistent link: https://www.econbiz.de/10012042221

Agreement matters : OPEC announcement effects on WTI term structure

Spencer, Simon; Bredin, Donal - In: Energy economics 80 (2019), pp. 589-609

Persistent link: https://www.econbiz.de/10012173695

Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach

Laurini, Márcio Poletti; Neto, Armênio Westin - In: International Econometric Review (IER) 6 (2014) 2, pp. 77-99

, through the estimation of the affine generalized Nelson-Siegel model with correction for no-arbitrage. We challenge the …

Persistent link: https://www.econbiz.de/10012610953