Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models (Q2338517): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models |
scientific article |
Statements
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models (English)
0 references
21 November 2019
0 references
term structure of interest rates
0 references
dynamic Nelson-Siegel factors
0 references
regime switching
0 references
butterfly strategies
0 references
unconventional monetary policy
0 references
