Efficient Dynamic Yield Curve Estimation in Emerging Financial Markets
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References listed on IDEAS
- Vicente, José & Tabak, Benjamin M., 2008.
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More about this item
KeywordsYield curve; dynamic modeling; state space model; efficiency; BRICS;
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ETS-2019-06-10 (Econometric Time Series)
- NEP-FMK-2019-06-10 (Financial Markets)
- NEP-MAC-2019-06-10 (Macroeconomics)
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