Showing 1 - 3 of 3
We construct a factor model of the yield curve and specify time series processes forthese factors, so that the innovations are mutually orthogonal. At the same time,the factors are constructed in such a way that they assume clear, intuitive interpretations.The resulting “intelligible...
Persistent link: https://www.econbiz.de/10005867867
Persistent link: https://www.econbiz.de/10002196101
von J. Wolters analysiert die Renditestruktur am deutschen Kapitalmarkt. Gemäß der Erwartungshypothese der Zinsstruktur …
Persistent link: https://www.econbiz.de/10011401983