From bond yield to macroeconomic instability : a parsimonious affine model
Maria Cristina Recchioni, Gabriele Tedeschi
| Year of publication: |
1 November 2017
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| Authors: | Recchioni, Maria Cristina ; Tedeschi, Gabriele |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 262.2017, 3 (1.11.), p. 1116-1135
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| Subject: | Finance | Stochastic volatility model | Yield dynamics in the Eurozone | Early warning indicator | Yield forecasting | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Eurozone | Euro area | Anleihe | Bond | Frühwarnsystem | Early warning system | Öffentliche Anleihe | Public bond | Rendite | Yield | EU-Staaten | EU countries | Finanzmarkt | Financial market | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.04.042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011802489