Forecasting the yield curve : a statistical model with market survey data
André Luís Leite; Romeu Braz Pereira Gomes Filho; José Valentim Machado Vicente
| Year of publication: |
2010
|
|---|---|
| Authors: | Leite, André Luis da Silva ; Gomes Filho, Romeu Braz Pereira ; Vicente, José Valentim Machado |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 19.2010, 2, p. 108-112
|
| Subject: | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Inflationserwartung | Inflation expectations | Finanzmarkt | Financial market | Brasilien | Brazil | 2002-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008669495