Essays on the econometric analysis of yield curve models

dc.contributor.author	LIBORIO, Joao	en
dc.date.accessioned	2006-06-09T08:23:23Z
dc.date.available	2006-06-09T08:23:23Z
dc.date.issued	2001
dc.identifier.citation	Florence : European University Institute, 2001	en
dc.identifier.uri	https://hdl.handle.net/1814/4990
dc.description	Defence date: 21 May 2001
dc.description	Examining board: Prof. Giuseppe Bertola, EUI ; Prof. George Jiang, York University Toronto ; Prof. Søren Johansen, EUI, Supervisor ; Prof. Eric Renault, University of Montreal
dc.description	PDF of thesis uploaded from the Library digitised archive of EUI PhD theses completed between 2013 and 2017
dc.description.tableofcontents	-- Yield curve models and their econometric analysis : a review -- Estimating and testing affine yield curve models : comparing (Q)ML and Indirect Inference in a small sample -- Dynamic bond portfolio choice in a model with Gaussian-diffusion regimes -- A note on principal components and cointegration analysis of the yield curve	en
dc.format.mimetype	application/pdf
dc.language.iso	en	en
dc.publisher	European University Institute	en
dc.relation.ispartofseries	EUI	en
dc.relation.ispartofseries	ECO	en
dc.relation.ispartofseries	PhD Thesis	en
dc.rights	info:eu-repo/semantics/restrictedAccess
dc.subject.lcsh	Rate of return -- Econometric models
dc.title	Essays on the econometric analysis of yield curve models	en
dc.type	Thesis	en
dc.neeo.contributor	LIBORIO\|Joao\|aut\|
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