From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157)

From MaRDI portal
Revision as of 03:16, 11 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
From bond yield to macroeconomic instability: a parsimonious affine model
scientific article

    Statements

    From bond yield to macroeconomic instability: a parsimonious affine model (English)
    0 references
    6 December 2017
    0 references
    finance
    0 references
    stochastic volatility model
    0 references
    yield dynamics in the Eurozone
    0 references
    early warning indicator
    0 references
    yield forecasting
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references