Macroeconomic fluctuations and the forward yield curve
Ana María Chirinos; Carolina Pagliacci
| Year of publication: |
2014
|
|---|---|
| Authors: | Chirinos, Ana María ; Pagliacci, Carolina |
| Publisher: |
Caracas : Gerencia de Comunicaciones Institucionales, BCV |
| Subject: | Forward yield curve | SVAR | structural shocks | sign restrictions | forward interest rates | spread | volatility | Venezuelan bond market | Nelson-Siegel factors | Zinsstruktur | Yield curve | Schock | Shock | VAR-Modell | VAR model | Volatilität | Volatility | Rentenmarkt | Bond market | Theorie | Theory | Öffentliche Anleihe | Public bond | Geldpolitik | Monetary policy | Zinsderivat | Interest rate derivative |
| Extent: | Online-Ressource (25 S.) graph. Darst. |
|---|---|
| Series: | Serie Documentos de trabajo / BCV, Banco Central de Venezuela. - Caracas : Gerencia de Comunicaciones Institucionales, BCV, Departamento de Publicaciones, ZDB-ID 2579671-9. - Vol. 146 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zsfassung in span. Sprache Systemvoraussetzungen: Acrobat Reader Parallelt.: Fluctuaciones macroeconómicas y la curva de rendimiento forward en Venezuela |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010472044