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Search: subject:"Gaussian dynamic term structure model"
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Gaussian dynamic term structure model
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Yield curve
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Zinsstruktur
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Bond
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Estimation
1
Global liquidity
1
Inflation
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Inflation risk premia
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International linkages of term structures
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Japan
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Nominal and real term structure of interest rates
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Policy and risk-compensation channels
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Principal components
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Public bond
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Real interest rate
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Realzins
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Risikoprämie
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Risk premium
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Schätzung
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South Korea
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Südkorea
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Theorie
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Theory
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US level factor
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USA
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English
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Argyropoulos, Efthymios
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Tzavalis, Elias
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Yun, Jaeho
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Journal of international money and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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International linkages of term structures : US and Korea Treasury bond yields
Yun, Jaeho
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014478198
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The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 785-796
Persistent link: https://www.econbiz.de/10012655704
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