Essays about: "Kaixin Xiangyu"
Found 1 essay containing the words Kaixin Xiangyu.
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1. Multifactor Affine Term Structure with Macroeconomic Factors
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : We present a multifactor model of the affine term structure of interest rates with dynamics of macroeconomic factors following the diffusion process in the Vasicek model. Using observable series, we investigate the goodness of fit of the model and the impact of the variables on bond yields. READ MORE
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