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Search: subject:"recursive modelling"
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recursive modelling
4
Government debt management
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cost minimisation
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Pesaran, M. Hashem
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Pesaran, M.H.
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Vahey, S.P.
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Coe, P.
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Coe, P.J.
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Scope for Cost Minimization in Public Debt Management: the Case of the UK
Coe, P.J.
;
Pesaran, M.H.
;
Vahey, S.P.
-
Faculty of Economics, University of Cambridge
-
2003
constructed using monthly forecasts of return spreads based on
recursive
modelling
(RM) procedure recently developed by Pesaran …
Persistent link: https://www.econbiz.de/10005113821
Saved in:
2
The Cost Efficiency of UK Debt Management: A
Recursive
Modelling
Approach
Pesaran, M. Hashem
-
2000
recursive
modelling
procedure applied to forecasting stock returns by Pesaran and Timmermann (1995, 2000), we show that bond …
Persistent link: https://www.econbiz.de/10010314921
Saved in:
3
The Cost Efficiency of UK Debt Management: A
Recursive
Modelling
Approach
Pesaran, M. Hashem
-
CESifo
-
2000
recursive
modelling
procedure applied to forecasting stock returns by Pesaran and Timmermann (1995, 2000), we show that bond …
Persistent link: https://www.econbiz.de/10005406043
Saved in:
4
The Cost Efficiency of UK Debt Management: A
Recursive
Modelling
Approach
Coe, P.
;
Pesaran, M.H.
;
Vahey, S.P.
-
Faculty of Economics, University of Cambridge
-
2000
recursive
modelling
procedure applied to forecasting stock returns by Pesaran and Timmermann (1995, 2000), it is shown that bond …
Persistent link: https://www.econbiz.de/10005113848
Saved in:
5
The cost efficiency of UK debt management : a
recursive
modelling
approach
Pesaran, M. Hashem
-
2000
recursive
modelling
procedure applied to forecasting stock returns by Pesaran and Timmermann (1995, 2000), we show that bond …
Persistent link: https://www.econbiz.de/10009781627
Saved in:
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