Modeling and forecasting the co-movement of international yield curve drivers
eingereicht von Maria Sprincenatu ; Betreuer: Stefan Mittnik
| Year of publication: |
2019
|
|---|---|
| Authors: | Sprincenatu, Maria |
| Other Persons: | Mittnik, Stefan (degree supervisor) |
| Publisher: |
München |
| Subject: | Yield Curve Modeling and Forecasting | Term Structure | Interest Rate Risk | International Yields and Linkages | Cross-Country Co-Movement | Unit Root | Cross-Correlation | Granger-Causality | Cointegration | Principal Components Analysis | Structural Breaks | ECB and Federal Reserve Monetary Policy | State-Space Modeling and Forecasting | Kalman Filter | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Öffentliche Anleihe | Public bond | Rendite | Yield | Schätzung | Estimation | Kointegration | Strukturbruch | Structural break | Korrelation | Correlation | EU-Staaten | EU countries |
freely available
| Extent: | 1 Online-Ressource (circa 283 Seiten) Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Ludwig-Maximilians-Universität, 2019 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012172917