A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables:
Gespeichert in:
Hauptverfasser: | , |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Cambridge, Mass.
2001
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Schriftenreihe: | Working paper series / National Bureau of Economic Research
8363 |
Beschreibung: | 49 S. graph. Darst |
Internformat
MARC
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245 | 1 | 0 | |a A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables |c Andrew Ang ; Monika Piazzesi |
264 | 1 | |a Cambridge, Mass. |c 2001 | |
300 | |a 49 S. |b graph. Darst | ||
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999 | |a oai:aleph.bib-bvb.de:BVB01-021605986 |
Datensatz im Suchindex
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any_adam_object | |
author | Ang, Andrew Piazzesi, Monika |
author_GND | (DE-588)124420907 |
author_facet | Ang, Andrew Piazzesi, Monika |
author_role | aut aut |
author_sort | Ang, Andrew |
author_variant | a a aa m p mp |
building | Verbundindex |
bvnumber | BV026944858 |
classification_rvk | QB 910 |
ctrlnum | (OCoLC)247941502 (DE-599)BVBBV026944858 |
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id | DE-604.BV026944858 |
illustrated | Illustrated |
indexdate | 2024-07-09T23:02:59Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021605986 |
oclc_num | 247941502 |
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owner_facet | DE-188 |
physical | 49 S. graph. Darst |
publishDate | 2001 |
publishDateSearch | 2001 |
publishDateSort | 2001 |
record_format | marc |
series2 | Working paper series / National Bureau of Economic Research |
spelling | Ang, Andrew Verfasser (DE-588)124420907 aut A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables Andrew Ang ; Monika Piazzesi Cambridge, Mass. 2001 49 S. graph. Darst txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 8363 Piazzesi, Monika Verfasser aut National Bureau of Economic Research <Cambridge, Mass.> Working paper series 8363 (DE-604)BV002801238 8363 |
spellingShingle | Ang, Andrew Piazzesi, Monika A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables |
title | A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables |
title_auth | A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables |
title_exact_search | A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables |
title_full | A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables Andrew Ang ; Monika Piazzesi |
title_fullStr | A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables Andrew Ang ; Monika Piazzesi |
title_full_unstemmed | A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables Andrew Ang ; Monika Piazzesi |
title_short | A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables |
title_sort | a no arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables |
volume_link | (DE-604)BV002801238 |
work_keys_str_mv | AT angandrew anoarbitragevectorautoregressionoftermstructuredynamicswithmacroeconomicandlatentvariables AT piazzesimonika anoarbitragevectorautoregressionoftermstructuredynamicswithmacroeconomicandlatentvariables |