Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2008-04-01
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| Series: | Economics: Journal Articles |
| Online Access: | http://www.economics-ejournal.org/economics/discussionpapers/2008-13 |
| _version_ | 1829460651544674304 |
|---|---|
| author | Julia V. Giese |
| author_facet | Julia V. Giese |
| author_sort | Julia V. Giese |
| collection | DOAJ |
| first_indexed | 2024-12-12T11:36:35Z |
| format | Article |
| id | doaj.art-33eecd5928854be39e6fd7f48462ff1b |
| institution | Directory Open Access Journal |
| issn | 1864-6042 |
| language | English |
| last_indexed | 2024-12-12T11:36:35Z |
| publishDate | 2008-04-01 |
| publisher | De Gruyter |
| record_format | Article |
| series | Economics: Journal Articles |
| spelling | doaj.art-33eecd5928854be39e6fd7f48462ff1b2022-12-22T00:25:39ZengDe GruyterEconomics: Journal Articles1864-60422008-04-01Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR ModelJulia V. Giesehttp://www.economics-ejournal.org/economics/discussionpapers/2008-13 |
| spellingShingle | Julia V. Giese Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model Economics: Journal Articles |
| title | Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model |
| title_full | Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model |
| title_fullStr | Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model |
| title_full_unstemmed | Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model |
| title_short | Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model |
| title_sort | level slope curvature characterising the yield curve in a cointegrated var model |
| url | http://www.economics-ejournal.org/economics/discussionpapers/2008-13 |
| work_keys_str_mv | AT juliavgiese levelslopecurvaturecharacterisingtheyieldcurveinacointegratedvarmodel |