Efficient Yield Curve Estimation and Forecasting in Brazil
| Year of publication: |
2010
|
|---|---|
| Authors: | Araujo, Ricardo Azevedo ; Moura, Guilherme V. ; Portugal, Marcelo S. |
| Published in: |
Economia. - Associação dos Centros de Pós-Graduação em Economia - ANPEC, ISSN 1517-7580. - Vol. 11.2010, 1, p. 27-51
|
| Publisher: |
Associação dos Centros de Pós-Graduação em Economia - ANPEC |
| Subject: | Term Structure of the Interest Rate | Yield Curve | State-Space Model | Kalman Filter |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Published |
| Classification: | C53 - Forecasting and Other Model Applications ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G17 - Financial Forecasting |
| Source: |
Persistent link: https://www.econbiz.de/10008642103