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Author: Jeffrey Ian Bernstein
Publisher: Department of Economics], Carleton University
ISBN:
Category : Demand for money
Languages : en
Pages : 16
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Author: Jeffrey Ian Bernstein
Publisher: Department of Economics], Carleton University
ISBN:
Category : Demand for money
Languages : en
Pages : 16
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Book Description
Author: Wei Shi
Publisher:
ISBN:
Category :
Languages : en
Pages : 198
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Author:
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 1334
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Contains section : Book reviews.
Author: University of British Columbia. Department of Economics
Publisher:
ISBN:
Category : Demand for money
Languages : en
Pages :
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Author: Joseph Michael Messina
Publisher:
ISBN:
Category :
Languages : en
Pages : 406
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Author: Jacob B. Michaelsen
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 200
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Author:
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 56
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Author: A. M. M. Jamal
Publisher:
ISBN:
Category : Demand for money
Languages : en
Pages : 200
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Book Description
Author: Zurab Kotchlamazashvili
Publisher: Logos Verlag Berlin GmbH
ISBN: 3832538739
Category : Business & Economics
Languages : en
Pages : 210
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Book Description
The information about the properties and dynamics of term structure and its modeling hold tremendous interest for financial practitioners and policymakers alike. Accurate forecasting of the term structure of interest rates also plays a very important role for many reasons, particularly for bond portfolio and risk management, hedging derivatives, monetary and debt policy. The present dissertation contains the empirical research for the EU term structure of interest rates. The data analyzed here cover a time series based on the Euro and currencies of other six EU countries. The goal is to examine empirical properties and analyze in-sample and out-of-sample results for corresponding spot rates using 15 competitor GARCH(1,1) models with different distributional assumptions. Alltogether, the work summarizes 1680 x GARCH(1,1) in-sample and over 60000 x GARCH(1,1) out-of-sample estimation results. Moreover, the dissertation consists of 48 figures and 98 tables.
Author: A. Buse
Publisher:
ISBN:
Category : Interest
Languages : en
Pages : 44
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