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European Financial Linkages; A New Look At Imbalances
International Monetary Fund (IMF); International … - 2010
We document external investment positions among European Union countries at the start of the financial crisis through … derivatives. While there are some gaps in the data, the overall coverage of reported bilateral net international investment …
Persistent link: https://www.econbiz.de/10008839331
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On the Estimation of Term Structure Models and An Application to the United States
International Monetary Fund (IMF); International … - 2010
This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term structure models, specifically the Nelson-Siegel Model and Affine Term- Structure Model, this paper estimates the terms structure of Treasury bond yields for the United States with...
Persistent link: https://www.econbiz.de/10008727797