A Dynamic Nelson-Siegel Factor Model with Financial System Indicators.

A Dynamic Nelson-Siegel Factor Model with Financial System Indicators.

Bachelor's

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Bibliographic Details
Main Author: Chin Han Wei Jarrett
Other Authors: ECONOMICS
Format: Theses and Dissertations
Language:English
Published: 2018
Subjects:
macro-finance, forecasting exercise, financial system indicators, dynamic Nelson-Siegel factor model, credit spread modelling, real GDP growth
Online Access:http://scholarbank.nus.edu.sg/handle/10635/139002
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Institution: National University of Singapore
Language: English
id sg-nus-scholar.10635-139002
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spelling sg-nus-scholar.10635-1390022018-02-27T01:10:20Z A Dynamic Nelson-Siegel Factor Model with Financial System Indicators. Chin Han Wei Jarrett ECONOMICS Denis Tkachenko Robert Lawrence Kimmel macro-finance, forecasting exercise, financial system indicators, dynamic Nelson-Siegel factor model, credit spread modelling, real GDP growth Bachelor's Bachelor of Social Sciences (Honours) Bachelor of Business Administration (Accountancy) with Honours 2018-02-22T08:59:42Z 2018-02-22T08:59:42Z 2017-11-06 Thesis Chin Han Wei Jarrett (2017-11-06). A Dynamic Nelson-Siegel Factor Model with Financial System Indicators.. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/139002 en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic macro-finance, forecasting exercise, financial system indicators, dynamic Nelson-Siegel factor model, credit spread modelling, real GDP growth
spellingShingle macro-finance, forecasting exercise, financial system indicators, dynamic Nelson-Siegel factor model, credit spread modelling, real GDP growth
Chin Han Wei Jarrett
A Dynamic Nelson-Siegel Factor Model with Financial System Indicators.
description Bachelor's
author2 ECONOMICS
author_facet ECONOMICS
Chin Han Wei Jarrett
format Theses and Dissertations
author Chin Han Wei Jarrett
author_sort Chin Han Wei Jarrett
title A Dynamic Nelson-Siegel Factor Model with Financial System Indicators.
title_short A Dynamic Nelson-Siegel Factor Model with Financial System Indicators.
title_full A Dynamic Nelson-Siegel Factor Model with Financial System Indicators.
title_fullStr A Dynamic Nelson-Siegel Factor Model with Financial System Indicators.
title_full_unstemmed A Dynamic Nelson-Siegel Factor Model with Financial System Indicators.
title_sort dynamic nelson-siegel factor model with financial system indicators.
publishDate 2018
url http://scholarbank.nus.edu.sg/handle/10635/139002
_version_ 1681097871176237056

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