Empirical Analysis of the EU Term Structure of Interest Rates is popular PDF and ePub book, written by Zurab Kotchlamazashvili in 2014, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Empirical Analysis of the EU Term Structure of Interest Rates can be Read Online from any device for your convenience.
Empirical Analysis of the EU Term Structure of Interest Rates Book PDF Summary
The information about the properties and dynamics of term structure and its modeling hold tremendous interest for financial practitioners and policymakers alike. Accurate forecasting of the term structure of interest rates also plays a very important role for many reasons, particularly for bond portfolio and risk management, hedging derivatives, monetary and debt policy. The present dissertation contains the empirical research for the EU term structure of interest rates. The data analyzed here cover a time series based on the Euro and currencies of other six EU countries. The goal is to examine empirical properties and analyze in-sample and out-of-sample results for corresponding spot rates using 15 competitor GARCH(1,1) models with different distributional assumptions. Alltogether, the work summarizes 1680 x GARCH(1,1) in-sample and over 60000 x GARCH(1,1) out-of-sample estimation results. Moreover, the dissertation consists of 48 figures and 98 tables.
Detail Book of Empirical Analysis of the EU Term Structure of Interest Rates PDF
- Author : Zurab Kotchlamazashvili
- Release : 20 September 2024
- Publisher : Logos Verlag Berlin GmbH
- ISBN : 9783832538736
- Genre : Business & Economics
- Total Page : 210 pages
- Language : English
- PDF File Size : 14,7 Mb
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