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Diebold and Li
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Affine Model
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Affine model
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Inflation Expectations
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Inflation expectations
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Interest Rate Forecast
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Interest rate forecast
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inflación
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Gimeno Nogués, Ricardo
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Gimeno, Ricardo
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Marqués Sevillano, José Manuel
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Marqués, José Manuel
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Banco de España
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Extraction of financial market expectations about inflation and interest rates from a liquid market
Gimeno Nogués, Ricardo
;
Marqués Sevillano, José Manuel
-
2009
summarising the term structure of interest rates. By doing so, we are able to reformulate the
Diebold
and
Li
(2006) approach to …
Persistent link: https://www.econbiz.de/10012530249
Saved in:
2
Extraction of financial market expectations about inflation and interest rates from a liquid market
Gimeno, Ricardo
;
Marqués, José Manuel
-
Banco de España
-
2009
summarising the term structure of interest rates. By doing so, we are able to reformulate the
Diebold
and
Li
(2006) approach to …
Persistent link: https://www.econbiz.de/10004969769
Saved in:
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