An affine two-factor heteroskedastic macro-finance term structure model (Q2889591)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An affine two-factor heteroskedastic macro-finance term structure model |
scientific article; zbMATH DE number 6043663
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An affine two-factor heteroskedastic macro-finance term structure model |
scientific article; zbMATH DE number 6043663 |
Statements
An Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model (English)
0 references
8 June 2012
0 references
macro-finance models
0 references
affine term structure model
0 references
expected inflation
0 references
ex ante real short rate
0 references
Monte Carlo simulations
0 references
0.7615875601768494
0 references
0.7597830295562744
0 references
0.7370913624763489
0 references
0.7365524172782898
0 references
0.7361580729484558
0 references
