Macrofinance Model of the Czech Economy

Asset Allocation Perspective

Nopic
The paper developes a VAR macrofinance model of the Czech economy. It shows that yield misalignments from the yields implied by the macrofinance model partially determine subsequent yield changes over three to nine months. These yield misalignments tend to persist for a number of months. This persistence of the misalignments was explained by (a)... READ MORE...

Publication date: March 2012
ISBN 9781475502305
$18.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: March 2012

PDF

Publication date: March 2012

ePub

Publication date: March 2012

English