Identification of Gaussian term structure models with observable factors
Marco Matsumura; Ajax Moreira; José Valentim M. Vicente
| Year of publication: |
2011
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|---|---|
| Authors: | Matsumara, Marco ; Moreira, Ajax ; Vicente, José Valentim Machado |
| Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 31.2011, 2, p. 259-269
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| Subject: | Identification | Macroeconomic Variables | Term Structure Models | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010402888