A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

Xehetasun bibliografikoak
Egile nagusia: Ang, Andrew
Beste egile batzuk: Piazzesi, Monica
Formatua: Liburua
Hizkuntza:English
Argitaratua: Cambridge National Bureau of Economic Research 2001.
Saila:NBER working paper series no.8363
Gaiak:
Bonds > Prices > Econometric models.
Vector analysis.
Autoregression (Statistics).