Unspanned Macroeconomic Factors in the Yield Curve

Unspanned Macroeconomic Factors in the Yield Curve
Author: Laura Coroneo
Publisher:
Total Pages:
Release: 2014
Genre:
ISBN:


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Unspanned Macroeconomic Factors in the Yield Curve
Language: en
Pages:
Authors: Laura Coroneo
Categories:
Type: BOOK - Published: 2014 - Publisher:

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Macro Factors and the Yield Curve
Language: en
Pages: 284
Authors: Peyron Law
Categories:
Type: BOOK - Published: 2005 - Publisher:

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The Effect of Macroeconomic Factors on the Yield Curve
Language: en
Pages: 126
Authors:
Categories:
Type: BOOK - Published: 2016 - Publisher:

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Yield Curve Modeling and Forecasting
Language: en
Pages: 223
Authors: Francis X. Diebold
Categories: Business & Economics
Type: BOOK - Published: 2013-01-15 - Publisher: Princeton University Press

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Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing f
The Macroeconomy and the Yield Curve
Language: en
Pages: 22
Authors: Francis X. Diebold
Categories: Interest rate futures
Type: BOOK - Published: 2004 - Publisher:

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We estimate a model that summarizes the yield curve using latent factors (specifically, level, slope, and curvature) and also includes observable macroeconomic