Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach
Year of publication: |
2007
|
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Authors: | Diebold, Francis X. ; Li, Canlin ; Yue, Vivian Z. |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Rentenmarkt | Kapitalertrag | Zinsstruktur | Internationaler Finanzmarkt | Deutschland | Japan | Großbritannien | USA | Term Structure | Interest Rate | Dynamic Factor Model | Global Yield | World Yield | Bond Market |
Series: | CFS Working Paper ; 2008/27 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 599228946 [GVK] hdl:10419/43269 [Handle] RePEc:zbw:cfswop:200827 [RePEc] |
Classification: | G1 - General Financial Markets ; E4 - Money and Interest Rates ; C5 - Econometric Modeling |
Source: |
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Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach
Diebold, Francis X., (2007)
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Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
Diebold, Francis X., (2007)
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Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X., (2007)
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Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X., (2007)
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Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X., (2008)
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Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X., (2007)
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