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]

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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.


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


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