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

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From bond yield to macroeconomic instability: a parsimonious affine model
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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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