The predictive power of yield spread : evidence from wavelet analysis
Arif Billah Dar; Amaresh Samantaraya; Firdous Ahmad Shah
| Year of publication: |
2014
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|---|---|
| Authors: | Dar, Arif Billah ; Samantaraya, Amaresh ; Shah, Firdous Ahmad |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 46.2014, 3, p. 887-901
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| Subject: | Yield spread | Wavelets | Multiresolution analysis | DWT | MODWT | Zinsstruktur | Yield curve | Zustandsraummodell | State space model | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation |
| 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/10010344377