Term structures and firm dynamics: a FAVAR approach

DOI10.1016/j.econlet.2024.111962MaRDI QIDQ6665042

Li Su, Jingjing Zhu

Publication date: 16 January 2025

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

firm dynamicsterm structuresFAVAR model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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