Essays on the econometric analysis of yield curve models

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Essays on the econometric analysis of yield curve models

LIBORIO, Joao
Title: Essays on the econometric analysis of yield curve models
Author: LIBORIO, Joao
Date: 2001
Citation: Florence, European University Institute, 2001
Series/Report no.: EUI PhD theses; Department of Economics
URI: http://hdl.handle.net/1814/4990

Description:

 
Defence date: 21 May 2001
 
Examining board: Prof. Giuseppe Bertola, EUI ; Prof. George Jiang, York University Toronto ; Prof. Søren Johansen, EUI, Supervisor ; Prof. Eric Renault, University of Montreal
 

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