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Estimating and interpreting the yield curve
Authors: --- ---
ISBN: 0471962074 9780471962076 Year: 1996 Publisher: New York, NY : John Wiley,

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Abstract

Keywords

Bonds --- Monetary policy --- Investments --- Econometric models --- Prices --- Money market. Capital market --- Capital --- Money. Monetary policy --- 305.92 --- 333.830 --- 339.4 --- 336.7 --- -Investments --- -332.63230941 --- Investing --- Investment management --- Portfolio --- Disinvestment --- Loans --- Saving and investment --- Speculation --- Bond issues --- Debentures --- Negotiable instruments --- Securities --- Debts, Public --- Stocks --- Econometrie van de internationale handel. Handelsbalans, betalingsbalans. Wissel. --- Theorieën en algemeenheden over geldrente. --- Vermogensbeheer. Financiële analyse. Verspreiding van de beleggingsrisico's. --- Geldwezen. Kredietwezen. Bankwezen. Financiën. Monetaire economie. Beurswezen --- -Econometric models --- Quantitative methods (economics) --- 332.63230941 --- 305.970 --- AA / International- internationaal --- Monetary management --- Prices&delete& --- Econometrie van de internationale handel. Handelsbalans, betalingsbalans. Wissel --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Theorieën en algemeenheden over geldrente --- Vermogensbeheer. Financiële analyse. Verspreiding van de beleggingsrisico's --- Economic policy --- Currency boards --- Money supply --- Finance --- Bonds - Econometric models - Prices - Great Britain --- Monetary policy - Econometric models - Great Britain --- Investments - Econometric models - Great Britain

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