On a consistent state-space bond markets model for pricing long-maturity bonds
Dennis Ikpe, Yethu Sithole and Samuel Asante Gyamerah
| Year of publication: |
2022
|
|---|---|
| Authors: | Ikpe, Dennis ; Sithole, Yethu ; Gyamerah, Samuel Asante |
| Subject: | bond market | illiquidity | Infinite horizon | Kalman filter | partial observation | price consistency | state-space representation | uncertainty | Rentenmarkt | Bond market | Zustandsraummodell | State space model | Theorie | Theory | Zinsstruktur | Yield curve | Anleihe | Bond | CAPM | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786322500244 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014234421