Yield curve modelling and forecasting applications
Martino, Nicolò (A.A. 2019/2020) Yield curve modelling and forecasting applications. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 52. [Master's Degree Thesis]
|
PDF (Full text)
Download (2MB) | Preview |
Abstract/Index
Yield curve modelling, theoretical framework. Understanding the yield curve. Yield curves dynamics. Modelling the yield curve. Research objectives. Emprical analysis. Modelling the yield curve and predicting the excess returns, an Italian case. Recession forecasting.
References
Bibliografia: pp. 49-50.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Econometric theory |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Proietti, Tommaso |
| Academic Year: | 2019/2020 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 07 Jul 2021 06:46 |
| Last Modified: | 07 Jul 2021 06:46 |
| URI: | https://tesi.luiss.it/id/eprint/29992 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
