Optimal estimation of multi-country Gaussian dynamic term structure models using linear regressions

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Bibliographic Details

Authors and Corporations:	Díez de los Ríos, Antonio (Author)
Type of Resource:	E-Book
Language:	English
published:	[Ottawa] Bank of Canada August 2017
Series:	Bank of Canada: Staff working paper ; 2017, 33
Subjects:	Asset pricing Econometric and statistical methods Exchange rates Interest rates Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen
Notes:	Zusammenfassung in französischer Sprache