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~accessRights:"free"
~institution:"CESifo"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~person:"Balfoussia, Chiona"
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Balfoussia, Chiona
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Macroeconomic Sources of Risk in the Term Structure
Balfoussia, Chiona
;
Wickens, Michael
-
CESifo
-
2004
returns of different maturity and the fundamental macroeconomic factors is modelled using multivariate
GARCH
with conditional …
Persistent link: https://www.econbiz.de/10005765955
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