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Bilinear Term Structure Models
A.M.E. Monfort
, C Gourieroux
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Corresponding author for this work
Quantitative Economics
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Dive into the research topics of 'Bilinear Term Structure Models'. Together they form a unique fingerprint.
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Keyphrases
Affine Term Structure Models
100%
Term Structure Models
100%
Bilinear Terms
100%
Hedging
33%
Macroeconomics
33%
Interest Rates
33%
Factor Value
33%
Time to Maturity
33%
Affine
33%
Activity Variable
33%
Linear Dependence
33%
Quadratic Effect
33%
Financial Variables
33%
Structural Factor Model
33%
Real Activities
33%
INIS
values
100%
applications
100%
prices
100%
interest rate
100%
breakdown
100%
reserves
100%
Economics, Econometrics and Finance
Yield Curve
100%
Finance
20%
Macroeconomics
20%
Factor Model
20%
Interest Rate
20%
Price
20%