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A nonparametric model for analysis of the EURO bond market

Author

Listed:
  • Abaffy, Jozsef
  • Bertocchi, Marida
  • Dupacova, Jitka
  • Giacometti, Rosella
  • Huskova, Marie
  • Moriggia, Vittorio

Abstract

No abstract is available for this item.

Suggested Citation

  • Abaffy, Jozsef & Bertocchi, Marida & Dupacova, Jitka & Giacometti, Rosella & Huskova, Marie & Moriggia, Vittorio, 2003. "A nonparametric model for analysis of the EURO bond market," Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 1113-1131, April.
    • Handle: RePEc:eee:dyncon:v:27:y:2003:i:6:p:1113-1131
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    References listed on IDEAS

    as
    1. Tanggaard, Carsten, 1997. "Nonparametric Smoothing of Yield Curves," Review of Quantitative Finance and Accounting, Springer, vol. 9(3), pages 251-267, October.
    2. Angeloni, I. & Violi, R., 1997. "Long-Term Interest Rate Convergence in Europe and the Probability of EMU," Papers 322, Banca Italia - Servizio di Studi.
    3. Koenker, Roger, 1981. "A note on studentizing a test for heteroscedasticity," Journal of Econometrics, Elsevier, vol. 17(1), pages 107-112, September.
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    Cited by:

    1. Eichler, Stefan & Maltritz, Dominik, 2013. "The term structure of sovereign default risk in EMU member countries and its determinants," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1810-1816.

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