From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157)
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scientific article; zbMATH DE number 6816207
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| English | From bond yield to macroeconomic instability: a parsimonious affine model |
scientific article; zbMATH DE number 6816207 |
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From bond yield to macroeconomic instability: a parsimonious affine model (English)
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6 December 2017
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finance
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stochastic volatility model
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yield dynamics in the Eurozone
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early warning indicator
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yield forecasting
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0.7429780960083008
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0.7039651274681091
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0.6929152011871338
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0.6825879216194153
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0.6820138692855835
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