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The Effect of Macroeconomic Factors on the Yield Curve
Language: en
Pages: 126
Authors:
Categories:
Type: BOOK - Published: 2016 - Publisher:

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Macro Factors and the Yield Curve
Language: en
Pages: 284
Authors: Peyron Law
Categories:
Type: BOOK - Published: 2005 - Publisher:

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Developments in Macro-Finance Yield Curve Modelling
Language: en
Pages: 571
Authors: Jagjit S. Chadha
Categories: Business & Economics
Type: BOOK - Published: 2014-02-06 - Publisher: Cambridge University Press

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Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the rec
The Macroeconomy and the Yield Curve
Language: en
Pages: 22
Authors: Francis X. Diebold
Categories: Interest rate futures
Type: BOOK - Published: 2004 - Publisher:

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We estimate a model that summarizes the yield curve using latent factors (specifically, level, slope, and curvature) and also includes observable macroeconomic
The Yield Curve and Financial Risk Premia
Language: en
Pages: 320
Authors: Felix Geiger
Categories: Business & Economics
Type: BOOK - Published: 2011-08-17 - Publisher: Springer Science & Business Media

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The determinants of yield curve dynamics have been thoroughly discussed in finance models. However, little can be said about the macroeconomic factors behind th