Modelling the UK and Euro yield curves using the generalized Vasicek model : empirical results fron panel data for one and two factor models
Khalid Ben Nowman
| Year of publication: |
2010
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|---|---|
| Authors: | Nowman, Khalid Ben |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 19.2010, 5, p. 334-341
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| Subject: | Kalman filter | Interest rates | Factors | State variables | Panel data | Zinsstruktur | Yield curve | Panel | Panel study | Schätzung | Estimation | EU-Staaten | EU countries | Zustandsraummodell | State space model | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Großbritannien | United Kingdom |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009272649