An econometric model of the yield-curve with macroeconomic jump effects:
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2001
|
Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
8246 |
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | 81 S. graph. Darst. |
Internformat
MARC
LEADER | 00000nam a2200000zcb4500 | ||
---|---|---|---|
001 | BV023589936 | ||
003 | DE-604 | ||
005 | 20090305 | ||
007 | t | ||
008 | 010706s2001 xxud||| |||| 00||| eng d | ||
035 | |a (OCoLC)46932225 | ||
035 | |a (DE-599)BVBBV023589936 | ||
040 | |a DE-604 |b ger | ||
041 | 0 | |a eng | |
044 | |a xxu |c XD-US | ||
049 | |a DE-521 |a DE-19 | ||
050 | 0 | |a HB1 | |
100 | 1 | |a Piazzesi, Monika |e Verfasser |0 (DE-588)12883515X |4 aut | |
245 | 1 | 0 | |a An econometric model of the yield-curve with macroeconomic jump effects |c Monika Piazzesi |
264 | 1 | |a Cambridge, Mass. |b National Bureau of Economic Research |c 2001 | |
300 | |a 81 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 8246 | |
610 | 2 | 4 | |a United States. |b Federal Open Market Committee |v Rules and practice |
650 | 4 | |a Yield curve | |
650 | 4 | |a Bonds |x Prices |z United States | |
650 | 4 | |a Interest rates |z United States | |
650 | 4 | |a Monetary policy |z United States | |
651 | 4 | |a USA | |
776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |
830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 8246 |w (DE-604)BV002801238 |9 8246 | |
856 | 4 | 1 | |u http://papers.nber.org/papers/w8246.pdf |z kostenfrei |3 Volltext |
999 | |a oai:aleph.bib-bvb.de:BVB01-016905266 |
Datensatz im Suchindex
_version_ | 1804138245422841856 |
---|---|
adam_txt | |
any_adam_object | |
any_adam_object_boolean | |
author | Piazzesi, Monika |
author_GND | (DE-588)12883515X |
author_facet | Piazzesi, Monika |
author_role | aut |
author_sort | Piazzesi, Monika |
author_variant | m p mp |
building | Verbundindex |
bvnumber | BV023589936 |
callnumber-first | H - Social Science |
callnumber-label | HB1 |
callnumber-raw | HB1 |
callnumber-search | HB1 |
callnumber-sort | HB 11 |
callnumber-subject | HB - Economic Theory and Demography |
ctrlnum | (OCoLC)46932225 (DE-599)BVBBV023589936 |
format | Book |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01430nam a2200385zcb4500</leader><controlfield tag="001">BV023589936</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20090305 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">010706s2001 xxud||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)46932225</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV023589936</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-521</subfield><subfield code="a">DE-19</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB1</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Piazzesi, Monika</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)12883515X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">An econometric model of the yield-curve with macroeconomic jump effects</subfield><subfield code="c">Monika Piazzesi</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Mass.</subfield><subfield code="b">National Bureau of Economic Research</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">81 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">8246</subfield></datafield><datafield tag="610" ind1="2" ind2="4"><subfield code="a">United States.</subfield><subfield code="b">Federal Open Market Committee</subfield><subfield code="v">Rules and practice</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Yield curve</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bonds</subfield><subfield code="x">Prices</subfield><subfield code="z">United States</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Interest rates</subfield><subfield code="z">United States</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Monetary policy</subfield><subfield code="z">United States</subfield></datafield><datafield tag="651" ind1=" " ind2="4"><subfield code="a">USA</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">8246</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">8246</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://papers.nber.org/papers/w8246.pdf</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016905266</subfield></datafield></record></collection> |
geographic | USA |
geographic_facet | USA |
id | DE-604.BV023589936 |
illustrated | Illustrated |
index_date | 2024-07-02T22:41:25Z |
indexdate | 2024-07-09T21:25:07Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016905266 |
oclc_num | 46932225 |
open_access_boolean | 1 |
owner | DE-521 DE-19 DE-BY-UBM |
owner_facet | DE-521 DE-19 DE-BY-UBM |
physical | 81 S. graph. Darst. |
publishDate | 2001 |
publishDateSearch | 2001 |
publishDateSort | 2001 |
publisher | National Bureau of Economic Research |
record_format | marc |
series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
spelling | Piazzesi, Monika Verfasser (DE-588)12883515X aut An econometric model of the yield-curve with macroeconomic jump effects Monika Piazzesi Cambridge, Mass. National Bureau of Economic Research 2001 81 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8246 United States. Federal Open Market Committee Rules and practice Yield curve Bonds Prices United States Interest rates United States Monetary policy United States USA Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8246 (DE-604)BV002801238 8246 http://papers.nber.org/papers/w8246.pdf kostenfrei Volltext |
spellingShingle | Piazzesi, Monika An econometric model of the yield-curve with macroeconomic jump effects National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series United States. Federal Open Market Committee Rules and practice Yield curve Bonds Prices United States Interest rates United States Monetary policy United States |
title | An econometric model of the yield-curve with macroeconomic jump effects |
title_auth | An econometric model of the yield-curve with macroeconomic jump effects |
title_exact_search | An econometric model of the yield-curve with macroeconomic jump effects |
title_exact_search_txtP | An econometric model of the yield-curve with macroeconomic jump effects |
title_full | An econometric model of the yield-curve with macroeconomic jump effects Monika Piazzesi |
title_fullStr | An econometric model of the yield-curve with macroeconomic jump effects Monika Piazzesi |
title_full_unstemmed | An econometric model of the yield-curve with macroeconomic jump effects Monika Piazzesi |
title_short | An econometric model of the yield-curve with macroeconomic jump effects |
title_sort | an econometric model of the yield curve with macroeconomic jump effects |
topic | United States. Federal Open Market Committee Rules and practice Yield curve Bonds Prices United States Interest rates United States Monetary policy United States |
topic_facet | United States. Federal Open Market Committee Rules and practice Yield curve Bonds Prices United States Interest rates United States Monetary policy United States USA |
url | http://papers.nber.org/papers/w8246.pdf |
volume_link | (DE-604)BV002801238 |
work_keys_str_mv | AT piazzesimonika aneconometricmodeloftheyieldcurvewithmacroeconomicjumpeffects |