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The Information Content of the German Term Structure Regarding Inflation
Schich, Sebastian - 2003
The paper investigates the information content of the German term structure regarding inflation, defined as the ability of the yield cure's slope to predict future changes in inflationrates. The empirical tests show that the German yield curve is informative in that sense, especially in its...
Persistent link: https://www.econbiz.de/10014137242
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Alternative specifications of the German term structure and its information content regarding inflation
Schich, Sebastian T. - 1996
The purpose of the present paper is twofold. First, it describes zero-coupon yield curve estimates for Germany from …
Persistent link: https://www.econbiz.de/10010469552
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Alternative Spezifikationen der deutschen Zinsstrukturkurve und ihr Informationsgehalt hinsichtlich der Inflation
Schich, Sebastian T. - 1996
Deutschland von September 1972 bis Februar 1996 mit Hilfe verschiedener Spezifikationen. Zweitens werden diese Schätzungen …
Persistent link: https://www.econbiz.de/10010469553
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The Information Content of the Term Structure : Evidence for Germany
Gerlach, Stefan - 2013
inflation and real interest rates in Germany, using monthly data starting in 1967: 1. The central results are twofold. First …
Persistent link: https://www.econbiz.de/10014060758
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Alternative Specifications of the German Term Structure and its Information Content Regarding Inflation
Schich, Sebastian - 2016
The purpose of the present paper is twofold. First, it describes zero-coupon yield curve estimates for Germany from …
Persistent link: https://www.econbiz.de/10012990930
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Alternative Spezifikationen der deutschen Zinsstrukturkurve und ihr Informationsgehalt hinsichtlich der Inflation
Schich, Sebastian T. - 1996
Persistent link: https://www.econbiz.de/10013418777
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The information content of the term structure : evidence for Germany
Gerlach, Stefan - 1995
Persistent link: https://www.econbiz.de/10013422158
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The Information Content of the Term Structure Evidence for Germany
Gerlach, Stefan - 1998
inflation and real interest rates in Germany, using monthly data starting in 1967:1. The central results are twofold. First, the …
Persistent link: https://www.econbiz.de/10014221652
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Trading strategies based on term structure model residuals
Jankowitsch, Rainer; Nettekoven, Michaela - In: The European journal of finance 14 (2008) 3/4, pp. 281-298
Persistent link: https://www.econbiz.de/10003744795
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The information content of Eonia swap rates before and during the financial crisis
Hernandis, Lucía; Torró, Hipòlit - In: Journal of banking & finance 37 (2013) 12, pp. 5316-5328
Persistent link: https://www.econbiz.de/10010343723