A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages44
Publication statusPublished - 2014

Publication series

NameTI Discussion Paper
No.14-071/III

Cite this

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author = "G. Mesters and B. Schwaab and S.J. Koopman",
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A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area. / Mesters, G.; Schwaab, B.; Koopman, S.J.

Amsterdam : Tinbergen Institute, 2014. (TI Discussion Paper; No. 14-071/III).

Research output: Working paperProfessional

TY - UNPB

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AU - Koopman, S.J.

PY - 2014

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BT - A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area

PB - Tinbergen Institute

CY - Amsterdam

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