Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Zero-Bond"'
Autor:
Negrea, Romeo
Publikováno v:
Anale. Seria Ştiinţe Economice. Timişoara / Annals. Economics Science Series. Timişoara. XXI(21):303-311
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=512462
Autor:
Kalafut, Patrik
This diploma thesis focuses on the issue of the Central European bond market and the analysis of state securities of the Vysegrad Region. The first chapter describes the state bond and its typical features. The second chapter is devoted to two specif
Externí odkaz:
http://www.nusl.cz/ntk/nusl-360648
Autor:
Delfau, Emiliano
El objetivo del presente trabajo es realizar un análisis comparativo entre la metodología comúnmente utilizada por los agentes del mercado local en lo referido a la estimación de Curvas de Rendimiento Cupón Cero (también conocidas como Estructu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::67ceb86f6aaeedca63e4508606cff099
https://hdl.handle.net/10419/176596
https://hdl.handle.net/10419/176596
Autor:
Kalafut, Patrik
This diploma thesis focuses on the issue of the Central European bond market and the analysis of state securities of the Vysegrad Region. The first chapter describes the state bond and its typical features. The second chapter is devoted to two specif
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::97f22a77751813300648a3430c9986ed
http://www.nusl.cz/ntk/nusl-360648
http://www.nusl.cz/ntk/nusl-360648
Autor:
Hautsch, Nikolaus, Yang, Fuyu
In this paper, we develop and apply Bayesian inference for an extended Nelson- Siegel (1987) term structure model capturing interest rate risk. The so-called Stochastic Volatility Nelson-Siegel (SVNS) model allows for stochastic volatility in the und
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7bc85ccf07769ccfc22ceba0596f9287
https://hdl.handle.net/10419/37145
https://hdl.handle.net/10419/37145
Autor:
Nyholm, Ken, Vidova-Koleva, Rositsa
In this paper we compare the in-sample fit and out-of-sample forecasting performance of no-arbitrage quadratic and essentially affine term structure models, as well as the dynamic Nelson-Siegel model. In total eleven model variants are evaluated, com
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::dd0fdae36a637dd6953f453022680951
https://hdl.handle.net/10419/153639
https://hdl.handle.net/10419/153639
Autor:
Apreda, Rodolfo
This research paper brings forward a non-standard convertible zero-coupon bond endowed with a set of distinctive features attached to it so as to strengthen the corporate governance of the issuer, namely that conversion actually takes place at maturi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::c3845d1f1c4e853fb8259224c8dcbcf4
https://hdl.handle.net/10419/84292
https://hdl.handle.net/10419/84292
We propose a new approach to the modelling of the term structure of interest rates. We consider the general dynamic factor model and show how to impose smoothness restrictions on the factor loadings. We further present a statistical procedure based o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::dd4c8fe77e3589737bf1ec3628a66926
https://hdl.handle.net/10419/86749
https://hdl.handle.net/10419/86749
Autor:
Amano, Robert, Shukayev, Malik
There appears to be a disconnect between the importance of the zero bound on nominal interest rates in the real-world and predictions from quantitative DSGE models. Recent economic events have reinforced the relevance of the zero bound for monetary p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::38739a36d97cd6fe5b55ac5d95440637
https://hdl.handle.net/10419/53964
https://hdl.handle.net/10419/53964
Autor:
Nishiyama, Shin-ichi
Although the concept of monetary policy lag has historical roots deep in the monetary economics literature, relatively little attention has been paid to the idea. In this paper, we build on Svensson's (1997) inflation targeting framework by explicitl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::749b858dfa8777a4addcdd1803efe7b2