Three essays on empirical study of the term structure of interest rates
The modeling of the term structure dynamics is important for a variety of reasons. Forecasting is a first reason. The current yield curve contains information about future economic activity. Monetary policy constitutes a second reason for the term structure modeling. The transmission mechanism of mo...
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2009
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| Institution: | Nanyang Technological University |
| Language: | English |