Testable implications of affine term structure models
James D. Hamilton; Jing Cynthia Wu
| Year of publication: |
2014
|
|---|---|
| Authors: | Hamilton, James D. ; Wu, Jing Cynthia |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 231-242
|
| Subject: | Makroökonomik | Macroeconomics | Finanzmarkt | Financial market | Zinsstruktur | Yield curve |
| 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/10010256167