Vista normal Vista MARC Vista ISBD

Gong, Frank F

A three-factor econometric model of the U.S. term structure / Frank F. Gong ; Eli M. Remolona - New York Federal Reserve Bank of New York 1997 - 51 p. : il. - Staff reports no. 19 .

Incluye bibliografía

Subjects--Topical Terms:
ANALISIS DE SERIES TEMPORALES
TASA DE INTERES
PRECIOS
MODELOS ECONOMETRICOS
FILTRO DE KALMAN

Subjects--Geographic Terms:
ESTADOS UNIDOS

Dewey Class. No.: 332.830151