No-arbitrage macroeconomic determinants of the yield curve (Q736697)
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scientific article; zbMATH DE number 6609327
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
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4 August 2016
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macro-finance models
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term structure
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variance decomposition
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Kalman filter
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