Macrofinance Model of the Czech Economy : Asset Allocation Perspective.
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 persis...
| 団体著者: | |
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| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2012.
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| シリーズ: | IMF Working Papers; Working Paper ;
No. 2012/078 |
| オンライン･アクセス: | Full text available on IMF |