Travail de recherche/Working paper
| Titre: |
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| 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 |
