The effects of conventional and unconventional monetary policy on forecasting the yield curve (Q2291799)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effects of conventional and unconventional monetary policy on forecasting the yield curve |
scientific article |
Statements
The effects of conventional and unconventional monetary policy on forecasting the yield curve (English)
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31 January 2020
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operation twist
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dynamic Nelson-Siegel model
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arbitrage-free term structure model
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random walk model
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Markov-switching mixture
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