In the theoretical part of my dissertation I introduced several models for estimating the German term structure of interest rates. In the practical part three models including the Nelson/Siegel and the Svensson approach, and a spline model were empirically compared. Possible interpretations from the estimated term structure models are developped and in the practical framework compared. Besides their implications for future interest rates and inflation are investigated
An earlier draft of this paper appeared under the title "On the Term Structure of Interest Rate...
"An earlier draft of this paper appeared under the title: On the term structure of interest rates.
Purpose: The macroeconomic models have had difficulties in matching the macroeconomic and financial ...
textabstractIn this paper I examine various extensions of the Nelson and Siegel (1987) model with th...
from the Table of Contents: Estimating the Term Structure of Interest Rates; A Multifactor Model of ...
This paper tes ts the Expectations Hypothesis (EH) of the term structure of interest rates using new...
abstract: first, the basic idea of the expectations theory on the term structure of interest rates i...
SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...
This paper tests the Expectations Hypothesis (EH) of the term structure of interest rates using new ...
The purpose of this paper is to test for the goodness-of-fit of the term structure models for the sh...
This dissertation bundles five studies in financial econometrics that are related to the theme of mo...
This dissertation bundles five studies in financial econometrics that are related to the theme of mo...
My dissertation solves various difficulties of Affine-Term -Structure Models (ATSM) known or unknown...
SIGLEBibliothek Weltwirtschaft Kiel AS 0 13 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Techn...
Příspěvek se zaměřuje na možnosti využití parametrických a neparametrických odhadů výnosových křivek...
An earlier draft of this paper appeared under the title "On the Term Structure of Interest Rate...
"An earlier draft of this paper appeared under the title: On the term structure of interest rates.
Purpose: The macroeconomic models have had difficulties in matching the macroeconomic and financial ...
textabstractIn this paper I examine various extensions of the Nelson and Siegel (1987) model with th...
from the Table of Contents: Estimating the Term Structure of Interest Rates; A Multifactor Model of ...
This paper tes ts the Expectations Hypothesis (EH) of the term structure of interest rates using new...
abstract: first, the basic idea of the expectations theory on the term structure of interest rates i...
SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...
This paper tests the Expectations Hypothesis (EH) of the term structure of interest rates using new ...
The purpose of this paper is to test for the goodness-of-fit of the term structure models for the sh...
This dissertation bundles five studies in financial econometrics that are related to the theme of mo...
This dissertation bundles five studies in financial econometrics that are related to the theme of mo...
My dissertation solves various difficulties of Affine-Term -Structure Models (ATSM) known or unknown...
SIGLEBibliothek Weltwirtschaft Kiel AS 0 13 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Techn...
Příspěvek se zaměřuje na možnosti využití parametrických a neparametrických odhadů výnosových křivek...
An earlier draft of this paper appeared under the title "On the Term Structure of Interest Rate...
"An earlier draft of this paper appeared under the title: On the term structure of interest rates.
Purpose: The macroeconomic models have had difficulties in matching the macroeconomic and financial ...