The effects of the macroeconomy on the yield curve in the short and medium term and on the relative attractiveness of the main asset classes : three empirical essays
The thesis analyzes the feedback effects between the real economy and the term structure of interest rates of government bonds. An empirical macro-finance model of the term structure of interest rates focuses on the macroeconomic determinants of the term structure of interest rates in the medium ter...
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| Format: | Others |
| Language: | English en |
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2009
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| Online Access: | http://tuprints.ulb.tu-darmstadt.de/1313/1/Endabgabe_ASchulan.pdf Schulan, Alexander <http://tuprints.ulb.tu-darmstadt.de/view/person/Schulan=3AAlexander=3A=3A.html> : The effects of the macroeconomy on the yield curve in the short and medium term and on the relative attractiveness of the main asset classes : three empirical essays. Technische Universität, Darmstadt [Ph.D. Thesis], (2009) |