Emerging markets yield curve dynamics

Emerging markets yield curve dynamics

Made available in DSpace on 2010-04-20T20:58:09Z (GMT). No. of bitstreams: 1 1_166956.pdf: 440067 bytes, checksum: 8342545d2c40f2fdb11a07cafe147bd9 (MD5) Previous issue date: 2007-12-18T00:00:00Z === This work extendes Diebold, Li and Yueís (2006) about global yield curve and proposes to extend...

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Bibliographic Details
Main Author: Morita, Rubens Hossamu
Other Authors: Escolas::EESP
Language:English
Published: 2010
Subjects:
Emerging markets
Kalman filter
Yield curve
Economia
Mercado financeiro
Títulos (Finanças) - Modelos matemáticos
Online Access:http://hdl.handle.net/10438/1839

Internet

http://hdl.handle.net/10438/1839

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