Forecasting the Yield curve using priors from no arbitrage affine term structure models
Andrea Carriero
| Year of publication: |
Oct. 2007
|
|---|---|
| Other Persons: | Carriero, Andrea (contributor) |
| Publisher: |
London : Queen Mary, Univ. of London, Dep. of Economics |
| Subject: | Kapitalmarkttheorie | Financial economics | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Extent: | Online-Ressource, 31 S., Text graph. Darst. |
|---|---|
| Series: | Working paper. - London : [Verlag nicht ermittelbar], ISSN 1473-0278, ZDB-ID 2128344-8. - Vol. 612 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/62930 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003564897