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Forecasting the yield curve: A...
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Kapitaleinkommen
Yield curve
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Zinsstruktur
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Option pricing theory
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Optionspreistheorie
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Risiko
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Risk
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Brasilien
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Brazil
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Interest rate
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Risikoprämie
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Zins
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Inflation expectations
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Inflationserwartung
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Inflation
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Interest rate derivative
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Prognoseverfahren
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Zinsderivat
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Capital income
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Central bank
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Index-linked bond
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Indexanleihe
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Zentralbank
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uncertainty
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Adverse Selektion
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Adverse selection
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Bid-ask spread
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Börsenkurs
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COS method
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Capital market returns
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Copom meeting
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Country risk
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English
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Vicente, José Valentim Machado
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Almeida, Caio
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Ardison, Kym
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Garcia, René
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Camponovo, Lorenzo
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Matsumura, Marco Shinobu
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Moreira, Ajax
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Scaillet, Olivier
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Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
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2
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
3
Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu
;
Moreira, Ajax
;
Vicente, José …
-
2010
Persistent link: https://www.econbiz.de/10008749659
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