Titre:
  • Unspanned Macroeconomic Factors in the Yields Curve
Auteur:Coroneo, Laura; Giannone, Domenico; Modugno, Michèle
Statut de publication:Publié, 2013-01
series:ECARES Working Papers, ECARES 2013-07
Sujet CREF:Economie
Sujet JEL:Multiple or Simultaneous Equation Models: Models with Panel Data
Forecasting and Other Model Applications
Determination of Interest Rates; Term Structure of Interest Rates
Financial Markets and the Macroeconomy
Asset Pricing; Trading volume; Bond Interest Rates
Volumes/pages:34 p.
Mots-clés:Yield curve
Government Bonds
factor models
forecasting
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2013/138904