Tests for jumps in yield spreads:
Gespeichert in:
Hauptverfasser: | , |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Berlin
Freie Universität Berlin
November 2, 2021
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Schriftenreihe: | Discussion paper / Freie Universität Berlin, School of Business & Economics Economics
2021, 15 |
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | 1 Online-Ressource (39 Seiten) Diagramme |
Internformat
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institution | BVB |
language | English |
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physical | 1 Online-Ressource (39 Seiten) Diagramme |
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series2 | Discussion paper / Freie Universität Berlin, School of Business & Economics Economics |
spelling | Winkelmann, Lars (DE-588)1222930463 aut Tests for jumps in yield spreads Lars Winkelmann (Department of Economics, Freie Universität Berlin) and Wenying Yao (Department of Economics, Deakin University) Berlin Freie Universität Berlin November 2, 2021 1 Online-Ressource (39 Seiten) Diagramme txt rdacontent c rdamedia cr rdacarrier Discussion paper / Freie Universität Berlin, School of Business & Economics 2021, 15 Economics High-frequency data sequential testing news announcements term spread break-even inflation Beschäftigungspolitik (DE-588)4005982-0 gnd rswk-swf Rendite (DE-588)4049459-7 gnd rswk-swf Inflation (DE-588)4026887-1 gnd rswk-swf Staatsanleihe (DE-588)4182638-3 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf USA (DE-588)4078704-7 gnd rswk-swf USA (DE-588)4078704-7 g Staatsanleihe (DE-588)4182638-3 s Rendite (DE-588)4049459-7 s Ökonometrie (DE-588)4132280-0 s Geldpolitik (DE-588)4019902-2 s Inflation (DE-588)4026887-1 s Beschäftigungspolitik (DE-588)4005982-0 s DE-188 Yao, Wenying (DE-588)102447187X aut Freie Universität Berlin, School of Business & Economics Discussion paper 2021, 15 : Economics (DE-604)BV026641400 2021,15 https://refubium.fu-berlin.de/handle/fub188/32486 Resolving-System kostenfrei Volltext |
spellingShingle | Winkelmann, Lars Yao, Wenying Tests for jumps in yield spreads High-frequency data sequential testing news announcements term spread break-even inflation Beschäftigungspolitik (DE-588)4005982-0 gnd Rendite (DE-588)4049459-7 gnd Inflation (DE-588)4026887-1 gnd Staatsanleihe (DE-588)4182638-3 gnd Ökonometrie (DE-588)4132280-0 gnd Geldpolitik (DE-588)4019902-2 gnd |
subject_GND | (DE-588)4005982-0 (DE-588)4049459-7 (DE-588)4026887-1 (DE-588)4182638-3 (DE-588)4132280-0 (DE-588)4019902-2 (DE-588)4078704-7 |
title | Tests for jumps in yield spreads |
title_auth | Tests for jumps in yield spreads |
title_exact_search | Tests for jumps in yield spreads |
title_exact_search_txtP | Tests for jumps in yield spreads |
title_full | Tests for jumps in yield spreads Lars Winkelmann (Department of Economics, Freie Universität Berlin) and Wenying Yao (Department of Economics, Deakin University) |
title_fullStr | Tests for jumps in yield spreads Lars Winkelmann (Department of Economics, Freie Universität Berlin) and Wenying Yao (Department of Economics, Deakin University) |
title_full_unstemmed | Tests for jumps in yield spreads Lars Winkelmann (Department of Economics, Freie Universität Berlin) and Wenying Yao (Department of Economics, Deakin University) |
title_short | Tests for jumps in yield spreads |
title_sort | tests for jumps in yield spreads |
topic | High-frequency data sequential testing news announcements term spread break-even inflation Beschäftigungspolitik (DE-588)4005982-0 gnd Rendite (DE-588)4049459-7 gnd Inflation (DE-588)4026887-1 gnd Staatsanleihe (DE-588)4182638-3 gnd Ökonometrie (DE-588)4132280-0 gnd Geldpolitik (DE-588)4019902-2 gnd |
topic_facet | High-frequency data sequential testing news announcements term spread break-even inflation Beschäftigungspolitik Rendite Inflation Staatsanleihe Ökonometrie Geldpolitik USA |
url | https://refubium.fu-berlin.de/handle/fub188/32486 |
volume_link | (DE-604)BV026641400 |
work_keys_str_mv | AT winkelmannlars testsforjumpsinyieldspreads AT yaowenying testsforjumpsinyieldspreads |