книги Бизнес Экономика

The Dynamics of Interest Rates in CEE-3. A Vector Autoregressive Latent Yield and Macro Factor Approach in the Czech Republic, Hungary and Poland

Код 913417

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Аннотация к книге "The Dynamics of Interest Rates in CEE-3. A Vector Autoregressive Latent Yield and Macro Factor Approach in the Czech Republic, Hungary and Poland"

Economic dynamics in small open economies are ruled by complex structures and interdependencies. Interest rate developments are closely related to macroeconomic dynamics. It is, therefore, important for policy setters, portfolio and risk managers to understand these dynamics. This book analyzes interdependencies between macroeconomic variables and interest rates in an integrated setting. The aim is to model the interaction of macro variables with the term structure and to forecast the yield...

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Издательство: Книга по требованию
Дата выхода: июль 2011
ISBN: 978-3-6391-7941-5
Объём: 196 страниц
Масса: 319 г
Размеры(высота, ширина, толщина), см: 23 x 16 x 1

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