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Type: BOOK - Published: 2014-02-06 - Publisher: Cambridge University Press

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Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the rec
Yield Curve Modeling and Forecasting
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Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing f
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Developments in Macro-Finance Yield Curve Modelling
Language: en
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Authors: Jagjit S. Chadha
Categories: Business & Economics
Type: BOOK - Published: 2014-02-06 - Publisher: Cambridge University Press

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State-of-the-art research from academics and policymakers on the role of and challenges to monetary policy during the ongoing financial crisis.
Macro Factors and the Yield Curve
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