Inflation co-movement across countries in multi-maturity term structure: an arbitrage-free approach
Shi Chen
| Year of publication: |
2017
|
|---|---|
| Authors: | Chen, Shi |
| Published in: |
Econometric measures of financial risk in high dimensions. - Berlin. - 2017, p. 63-89
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| Subject: | Inflationskonvergenz | Inflation convergence | Inflationsrate | Inflation rate | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Zinsstruktur | Yield curve | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory | Schätzung | Estimation | Indexanleihe | Index-linked bond | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011913346