Nonlinear adjustment in US bond yields : an empirical model with conditional heteroskedasticity
Riccardo Lucchetti; Giulio Palomba
| Year of publication: |
2009
|
|---|---|
| Authors: | Lucchetti, Riccardo ; Palomba, Giulio |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 26.2009, 3, p. 659-667
|
| Subject: | Zinsstruktur | Yield curve | Anleihe | Bond | Kointegration | Cointegration | VAR-Modell | VAR model | Nichtlineare Regression | Nonlinear regression | USA | United States |
| 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/10003870690