Deconstructing the yield curve

Saved in:

Authors and Corporations:

Crump, Richard K. (Author), Gospodinov, Nikolaj (Author)

Other Authors:

Gospodinov, Nikolaj [Author]

Type of Resource:

E-Book

Language:

English

published:

New York, NY Federal Reserve Bank of New York [2019]

Series:

Subjects:

term structure of interest rates

factor models

principal components

bond risk premiums

resampling-based inference

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Federal Reserve Bank of New York: Staff reports