Information in the yield curve : a macro-finance approach
by Hans Dewachter, Leonardo Iania and Marco Lyrio
| Year of publication: |
2014
|
|---|---|
| Authors: | Dewachter, Hans ; Iania, Leonardo ; Lyrio, Marco |
| Publisher: |
Brussels : National Bank of Belgium |
| Subject: | Rentenmarkt | Bond market | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | USA | United States |
| Extent: | 30 S. |
|---|---|
| Series: | Working paper / National Bank of Belgium. - Brussels, ISSN 1375-680X, ZDB-ID 2149095-8. - Vol. 254 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Parallel als Online-Ausg. erschienen |
| Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E47 - Forecasting and Simulation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010342747