A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
2001
|
| 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 | |
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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 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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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 |
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| 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 |