SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

An Affine Macro-Factor Model of the UK Yield Curve · Study

PreprintShelves

PreprintAn Affine Macro-Factor Model of the UK Yield Curve

Peter M. Lildholdt2007

OA

Preprintgreen2007

An Affine Macro-Factor Model of the UK Yield Curve

Peter M. Lildholdt · Nikolaos Panigirtzoglou

22 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Financial Markets and Investment Strategies Stochastic processes and financial applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 22 citations exist upstream.

References

1993Discretion versus policy rules in practice 1985A Theory of the Term Structure of Interest Rates 1977An equilibrium characterization of the term structure 2012The Econometrics of Financial Markets 2003Forecasting the Term Structure of Government Bond Yields 1991Common Factors Affecting Bond Returns 1991The Term Structure as a Predictor of Real Economic Activity 2000Specification Analysis of Affine Term Structure Models

Cited by

2013Applying a macro-finance yield curve to UK quantitative Easing

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2006Macro Factors and the Affine Term Structure of Interest Ratesarticle · 13 shared references 2010Term Structure Forecasting using Macro Factors and Forecast Combinationarticle · 13 shared references 2010Affine Term Structure Modelschapter · 11 shared references 2006Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Riskpreprint · 11 shared references 2006Macro Variables Do Drive Exchange Rate Movements: Evidence from a No-Arbitrage Modelpreprint · 11 shared references 2007An affine macro-finance term structure model for the euro areaarticle · 11 shared references

Details

Year2007

Typepreprint

Published2007-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations22

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.2139/ssrn.1008250

openalex_workW1526964801

Links

Imported from OpenAlex (CC0) — nothing here is generated.