Forecasting the yield curve with linear factor models
Marco Matsumura; Ajax Moreira; José Vicente
| Year of publication: |
2011
|
|---|---|
| Authors: | Matsumura, Marco Shinobu ; Moreira, Ajax ; Vicente, José Roberto |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 20.2011, 5, p. 237-243
|
| Subject: | Yield curve forecasting | Macroeconomic variables | Affine models | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Theorie | Theory | Kapitaleinkommen | Capital income | Wirtschaftsprognose | Economic forecast |
| 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/10009492131