No-arbitrage macroeconomic determinants of the yield curve (Q736697)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6609327
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No-arbitrage macroeconomic determinants of the yield curve |
scientific article; zbMATH DE number 6609327 |
Statements
No-arbitrage macroeconomic determinants of the yield curve (English)
0 references
4 August 2016
0 references
macro-finance models
0 references
term structure
0 references
variance decomposition
0 references
Kalman filter
0 references
0.8032529354095459
0 references
0.7925928235054016
0 references
0.7884207367897034
0 references
0.7745457291603088
0 references
