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Sousounis, Panos; Bladen-Hovell, Robin C. - In: Economics of education review 29 (2010) 6, pp. 1005-1015

Persistent link: https://www.econbiz.de/10009243625

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The EC budget

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Forecasting U.K. Yield Curve Dynamics Using Macroeconomic and Asset Pricing Factors : A No-Arbitrage Approach

Audzeyeva, Alena - 2019

We propose a no-arbitrage affine Gaussian model that links term structure dynamics to the evolution of asset pricing measures along with conventional macroeconomic and latent factors. In contrast to generic factors in FAVAR-type models, our economic factors exploit concept-specific rich data....

Persistent link: https://www.econbiz.de/10012870836