Explore: Yield Curve
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AI-Generated Overview About “yield-curve”:
Books Results
Source: The Open Library
The Open Library Search Results
Search results from The Open Library
1An econometric model of the yield curve with macroeconomic jump effects
By Monika Piazzesi
“An econometric model of the yield curve with macroeconomic jump effects” Metadata:
- Title: ➤ An econometric model of the yield curve with macroeconomic jump effects
- Author: Monika Piazzesi
- Language: English
- Number of Pages: Median: 81
- Publisher: ➤ National Bureau of Economic Research
- Publish Date: 2001
- Publish Location: Cambridge, MA
“An econometric model of the yield curve with macroeconomic jump effects” Subjects and Themes:
- Subjects: ➤ Bonds - Interest rates - Monetary policy - Prices - Rules and practice - United States - United States. Federal Open Market Committee - Yield curve
- Places: United States
Edition Identifiers:
- The Open Library ID: OL22419201M
Access and General Info:
- First Year Published: 2001
- Is Full Text Available: No
- Is The Book Public: No
- Access Status: No_ebook
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2A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
By Andrew Ang
“A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables” Metadata:
- Title: ➤ A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
- Author: Andrew Ang
- Language: English
- Number of Pages: Median: 49
- Publisher: ➤ National Bureau of Economic Research
- Publish Date: 2001
- Publish Location: Cambridge, MA
“A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables” Subjects and Themes:
- Subjects: ➤ Autoregression (Statistics) - Bonds - Econometric models - Latent variables - Prices - Vector analysis - Yield curve
Edition Identifiers:
- The Open Library ID: OL22423436M
Access and General Info:
- First Year Published: 2001
- Is Full Text Available: No
- Is The Book Public: No
- Access Status: No_ebook
Online Marketplaces
Find A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables at online marketplaces:
- Amazon: Audiable, Kindle and printed editions.
- Ebay: New & used books.
3Expectation puzzles, time-varying risk premia, and dynamic models of the term structure
By Qiang Dai
“Expectation puzzles, time-varying risk premia, and dynamic models of the term structure” Metadata:
- Title: ➤ Expectation puzzles, time-varying risk premia, and dynamic models of the term structure
- Author: Qiang Dai
- Language: English
- Number of Pages: Median: 32
- Publisher: ➤ National Bureau of Economic Research
- Publish Date: 2001
- Publish Location: Cambridge, MA
“Expectation puzzles, time-varying risk premia, and dynamic models of the term structure” Subjects and Themes:
- Subjects: ➤ Forecasting - Econometric models - Risk - Bonds - Interest rates - Gaussian processes - Prices - Rate of return - Yield curve - Risk premia - Bond yields
Edition Identifiers:
- The Open Library ID: OL22417265M
Access and General Info:
- First Year Published: 2001
- Is Full Text Available: No
- Is The Book Public: No
- Access Status: No_ebook
Online Marketplaces
Find Expectation puzzles, time-varying risk premia, and dynamic models of the term structure at online marketplaces:
- Amazon: Audiable, Kindle and printed editions.
- Ebay: New & used books.
Wiki
Source: Wikipedia
Wikipedia Results
Search Results from Wikipedia
Yield curve
In finance, the yield curve is a graph which depicts how the yields on debt instruments – such as bonds – vary as a function of their years remaining
Inverted yield curve
inverted yield curve is a yield curve in which short-term debt instruments (typically bonds) have a greater yield than longer term bonds. An inverted yield curve
Yield curve (disambiguation)
Yield curve or Yield-curve spread usually refers to the relationships among bond yields of different maturities. Yield curve or Yield-curve spread may
Stress–strain curve
(see tensile testing). These curves reveal many of the properties of a material, such as the Young's modulus, the yield strength and the ultimate tensile
Fixed-income attribution
portfolio, as an example, include the overall level of the yield curve, the slope of the yield curve, and the credit spreads of the bonds in the portfolio
Yield curve control
Yield curve control (YCC) is a monetary policy action whereby a central bank purchases variable amounts of government bonds or other financial assets
Yield spread
financial instrument Y. There are several measures of yield spread relative to a benchmark yield curve, including interpolated spread (I-spread), zero-volatility
Yield (engineering)
yield point is the point on a stress–strain curve that indicates the limit of elastic behavior and the beginning of plastic behavior. Below the yield
Business cycle
of the yield curve is one of the most powerful predictors of future economic growth, inflation, and recessions. One measure of the yield curve slope (i
Fission product yield
with even numbers of protons and/or neutrons the curve of yield against element is not a smooth curve. It tends to alternate. In general, the higher the