Specification analysis of interest rates factors : an international perspective
Year of publication: |
2013
|
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Authors: | Tiozzo Pezzoli, Luca |
Other Persons: | Le Fol, Gaëlle (contributor) |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Courbes des taux internationales | Facteurs communs et locaux | Modèle espace-état | Algorithme EM | Rentabilités en excès des obligations | Analyse en composantes principales | Inflation | Croissance économique | International treasury yield curves | Common and local factors | State-space models | EM algorithm | International bond risk premia | Principal components | Economic growth |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | dissertation |
Classification: | E44 - Financial Markets and the Macroeconomy ; E31 - Price Level; Inflation; Deflation ; C1 - Econometric and Statistical Methods: General |
Source: |
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