Modeling and forecasting the co-movement of international yield curve drivers
Year of publication: |
2019
|
---|---|
Authors: | Sprincenatu, Maria |
Other Persons: | Mittnik, Stefan (degree supervisor) |
Publisher: |
München |
Subject: | Yield Curve Modeling and Forecasting | Term Structure | Interest Rate Risk | International Yields and Linkages | Cross-Country Co-Movement | Unit Root | Cross-Correlation | Granger-Causality | Cointegration | Principal Components Analysis | Structural Breaks | ECB and Federal Reserve Monetary Policy | State-Space Modeling and Forecasting | Kalman Filter | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | EU-Staaten | EU countries | Strukturbruch | Structural break | Rendite | Yield | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (circa 283 Seiten) Illustrationen |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
Language: | English |
Thesis: | Dissertation, Ludwig-Maximilians-Universität, 2019 |
Source: | ECONIS - Online Catalogue of the ZBW |
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