The role of no-arbitrage restrictions in term structure model in the context of an emerging market
Walli Ullah
| Year of publication: |
2019
|
|---|---|
| Authors: | Ullah, Walli |
| Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 22.2019, 4, p. 44-66
|
| Subject: | Yield curve | Forecasting | Emerging markets | No arbitrage | Kalman filter | Zinsstruktur | Schwellenländer | Emerging economies | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Arbitrage | Theorie | Theory |
| 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/10012420581