Modeling bond yields in finance and macroeconomics
Year of publication: |
2005
|
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Authors: | Diebold, Francis X. ; Piazzesi, Monica ; Rudebusch, Glenn D. |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Zinsstrukturtheorie | Zinsstruktur | Term structure | yield curve | Nelson-Siegel model | affine equilibrium model |
Series: | CFS Working Paper ; 2005/03 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 515219657 [GVK] hdl:10419/25448 [Handle] RePEc:zbw:cfswop:200503 [RePEc] |
Classification: | G1 - General Financial Markets ; E4 - Money and Interest Rates ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit |
Source: |
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Modeling bond yields in finance and macroeconomics
Diebold, Francis X., (2005)
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