master's thesis
Marina Gomboc (Author), Igor Masten (Mentor)

Abstract

Forecasting government bond spreads in a data-rich environment using the three-pass regression filter

Keywords

capital market;securities;bonds;yield;economic forecasting;econometrics;methods;data;sampling;regression analysis;

Data

Language: English
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL EF - Faculty of Economics
Publisher: [M. Gomboc]
UDC: 336.76
COBISS: 24318950 Link will open in a new window
Views: 881
Downloads: 184
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Other data

Secondary language: Slovenian
Secondary title: Napovedovanje pribitkov 10-letnih državnih obveznic v podatkovno bogatem okolju s tro-stopenjskim regresijskim filtrom
Secondary keywords: trg kapitala;vrednostni papirji;obveznice;donos;ekonomska predvidevanja;ekonometrija;metode;podatki;vzorčenje;regresijske analize;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. Ljubljana, Ekonomska fak.
Pages: II, 75, 14 str.
ID: 10918424