From bond yield to macroeconomic instability: a parsimonious affine model
type: Item
instance of: scholarly article
title: From bond yield to macroeconomic instability: a parsimonious affine model
zbMATH Open document ID: 1376.91167
author: Maria Cristina Recchioni
author: Gabriele Tedeschi
published in: European Journal of Operational Research
publication date: 2017-12-06T00:00:00Z
full work available at URL: http://hdl.handle.net/10234/168198
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6816207
zbMATH Keywords: finance
zbMATH Keywords: stochastic volatility model
zbMATH Keywords: yield dynamics in the Eurozone
zbMATH Keywords: early warning indicator
zbMATH Keywords: yield forecasting
MaRDI profile type: Publication
OpenAlex ID: W2608469418
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DOI: 10.1016/J.EJOR.2017.04.042
description: scientific article; zbMATH DE number 6816207