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...
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| פורמט: | Thesis |
| שפה: | English |
| יצא לאור: |
2009
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| גישה מקוונת: | https://hdl.handle.net/10356/18890 |