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Essays on real interest rates, government debt and monetary policy

Mitra, Srobona - 2002

Persistent link: https://www.econbiz.de/10003777028

Quantifizierung von Souveränrisiken

Maltritz, Dominik - 2006

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Forecasting sovereign default risk with Merton's model

Duyvesteyn, Johan; Martens, Martin - In: The journal of fixed income 25 (2015) 2, pp. 58-71

Persistent link: https://www.econbiz.de/10011399885

Monetary policy, bond returns and debt dynamics

Berndt, Antje; Yeltekin, Şevin - In: Journal of monetary economics 73 (2015), pp. 119-136

Persistent link: https://www.econbiz.de/10011381760

Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market

Andrada Félix, Julián; Fernandez-Perez, Adrian; … - In: SERIEs : Journal of the Spanish Economic Association 6 (2015) 2, pp. 207-245

Using different econometric models, Diebold and Li (J Econom 130:337-364, 2006) addressed the practical problem of forecasting the yield curve by predicting the factors level, slope and curvature in the Nelson-Siegel framework. This paper has two main aims: on the one hand, to investigate the...

Persistent link: https://www.econbiz.de/10011311742