Time-varying variance decomposition of macro-finance term structure models
Anne Lundgaard Hansen
| Year of publication: |
2024
|
|---|---|
| Authors: | Hansen, Anne Lundgaard |
| Subject: | Bond market volatility | Macro-finance term structure model | Multivariate GARCH | Zinsstruktur | Yield curve | Volatilität | Volatility | Schätzung | Estimation | ARCH-Modell | ARCH model | Rentenmarkt | Bond market | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2024.101563 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015179717