Three essays on empirical study of the term structure of interest rates

The modeling of the term structure dynamics is important for a variety of reasons. Forecasting is a first reason. The current yield curve contains information about future economic activity. Monetary policy constitutes a second reason for the term structure modeling. The transmission mechanism of mo...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Zhu, Xiaoneng
מחברים אחרים: Shahidur Rahman
פורמט: Thesis
שפה:English
יצא לאור: 2009
נושאים:
גישה מקוונת:https://hdl.handle.net/10356/18890