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Persistent link: https://www.econbiz.de/10013493625

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Introduction of a new conceptual framework for government debt management : with a special emphasis on modeling the term structure dynamics

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Introduction of a New Conceptual Framework for Government Debt Management : With a Special Emphasis on Modeling the Term Structure Dynamics

Hubig, Anja - 2013

Core assumptions underlying the micro portfolio approach to public debt management -- A public finance framework for long-term sovereign funding decisions -- Recommendations for broader debt management objectives -- A new approach to model the shape and dynamics of the term structure of interest...