Essays on Macro-finance: Identification, Estimation and Forecasting of Term Structure Models with Macro Factors and Default Risk

Essays on Macro-finance: Identification, Estimation and Forecasting of Term Structure Models with Macro Factors and Default Risk
Author :
Publisher :
Total Pages : 94
Release :
ISBN-10 : OCLC:399872315
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Essays on Macro-finance: Identification, Estimation and Forecasting of Term Structure Models with Macro Factors and Default Risk by : Marco S. Matsumura

Download or read book Essays on Macro-finance: Identification, Estimation and Forecasting of Term Structure Models with Macro Factors and Default Risk written by Marco S. Matsumura and published by . This book was released on 2009 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Essays on Macro-finance: Identification, Estimation and Forecasting of Term Structure Models with Macro Factors and Default Risk Related Books

Essays on Macro-finance: Identification, Estimation and Forecasting of Term Structure Models with Macro Factors and Default Risk
Language: en
Pages: 94
Essays on Macro-finance Affine Term Structure Models
Language: en
Pages: 111
Authors: Biancen Xie
Categories: Electronic dissertations
Type: BOOK - Published: 2019 - Publisher:

DOWNLOAD EBOOK

In my dissertation, I focus on theoretical affine term structure models and the development of Bayesian econometric methods to estimate them.In the first Chapte
Essays on Macro-finance
Language: en
Pages: 109
Authors: Xu Tian
Categories: Finance
Type: BOOK - Published: 2016 - Publisher:

DOWNLOAD EBOOK

"This dissertation studies the macroeconomic consequences of financial frictions via their roles in determining the capital structures of firms and financial in
Macrofinancial Risk Analysis
Language: en
Pages: 362
Authors: Dale Gray
Categories: Business & Economics
Type: BOOK - Published: 2008-04-30 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Macrofinancial risk analysis Dale Gray and Samuel Malone Macrofinancial Risk Analysis provides a new and powerful framework with which policymakers and investor
Essays on Macro-finance Relationships
Language: en
Pages: 109
Authors: Azamat Abdymomunov
Categories: Electronic dissertations
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK

In my dissertation, I study relationships between macroeconomics and financial markets. In particular, I empirically investigate the links between key macroecon