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Yield curve / Logarithm / Segmentation / Function / Factor analysis / Mathematics / Fixed income market / Statistics


Forecasting Bond Yields with Segmented Term Structure Models
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Document Date: 2012-07-26 08:39:35


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City

Central do / Rio de Janeiro / /

Company

Cox / /

Country

United States / Brazil / /

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Facility

Erasmus University / /

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IndustryTerm

mining / /

Organization

Graduate School / Central Bank of Brazil / Getulio Vargas Foundation / Banco Central do Brasil / Erasmus University Rotterdam / Research Department / /

Person

Glenn Rudebusch / Frank Diebold / Rossi / Carlos Hamilton Vasconcelos Araújo / Inoue / Michel Van Der Wel / Ai / Axel Simonsen‡ Jos / Adriana Soares / Benjamin Miranda Tabak / Jane Sofia Moita / /

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Position

author / editor / Governor / model / Deputy Governor for Economic Policy / workingpaper@bcb.gov.br Editor / gov. br / Head / Editorial Assistant / /

Technology

data mining / /

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