Structural Macro Factors and the Affine Term Structure of Interest Rates

Structural Macro Factors and the Affine Term Structure of Interest Rates
Author :
Publisher :
Total Pages : 141
Release :
ISBN-10 : OCLC:717925679
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Structural Macro Factors and the Affine Term Structure of Interest Rates by : László Nimród Vulkán

Download or read book Structural Macro Factors and the Affine Term Structure of Interest Rates written by László Nimród Vulkán and published by . This book was released on 2009 with total page 141 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Structural Macro Factors and the Affine Term Structure of Interest Rates Related Books

Structural Macro Factors and the Affine Term Structure of Interest Rates
Language: en
Pages: 141
Authors: László Nimród Vulkán
Categories:
Type: BOOK - Published: 2009 - Publisher:

DOWNLOAD EBOOK

Macro Factors and the Affine Term Structure of Interest Rates
Language: en
Pages: 50
Authors: Tao Wu
Categories:
Type: BOOK - Published: 2005 - Publisher:

DOWNLOAD EBOOK

I formulate an affine term structure model of bond yields from a general equilibrium business-cycle model, with observable macro state variables of the structur
Term Structure of Interest Rates
Language: en
Pages: 124
Authors: Zbynek Stork
Categories:
Type: BOOK - Published: 2014-07-08 - Publisher: LAP Lambert Academic Publishing

DOWNLOAD EBOOK

Macro-finance modelling is an increasingly popular topic. Various approaches have been developing rapidly, usually using econometric techniques. This book focus
Macro Factors and the Term Structure of Interest Rates
Language: en
Pages: 24
Authors: Hans Dewachter
Categories:
Type: BOOK - Published: 2012 - Publisher:

DOWNLOAD EBOOK

This paper presents an essentially affine model of the term structure of interest rates making use of macroeconomic factors and their long-run expectations. The
Global Factors in the Term Structure of Interest Rates
Language: en
Pages: 41
Authors: Mirko Abbritti
Categories: Business & Economics
Type: BOOK - Published: 2013-11-05 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

This paper introduces global factors within a FAVAR framework in an empirical affine term structure model. We apply our method to a panel of international yield