An Empirical Analysis of the Predictive Power of European Yield Curves
Výnosová krivka štátnych dlhopisov z rôznych dôvodov slúži ako spoľahlivý prediktor recesie v USA. Štúdia poskytuje empirickú analýzu, či je takýto vzťah aj v európskych krajinách. Metodologický rámec použitý v tejto štúdii zahŕňa využitie Hodrick-Prescottovho filtra v spojení s probitovým modelom.
Na minha lista:
| Autor principal: | |
|---|---|
| Outros Autores: | , |
| Formato: | Capítulo de Livro |
| Idioma: | inglês |
| Assuntos: | |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|
Registos relacionados: An Empirical Analysis of the Predictive Power of European Yield Curves
- Equilibrium Yield Curves with Imperfect Information
- <The> Czech treasury yield curve from 1999 to the present
- <The> Yield curve as a predictor of growth and recession in Australia
- <The> Analysis of the Impact of the Economic Crisis on the Yield and Risk of Bonds
- <The> Czech Government Yield Curve Decomposition at the Lower Bound
- Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve