Essays about: "Kaixin Xiangyu"

Found 1 essay containing the words Kaixin Xiangyu.

  1. 1. Multifactor Affine Term Structure with Macroeconomic Factors

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Kaixin Xiangyu; Hao Wang; [2016]
    Keywords : Affine Term Structure; Bond Yields; Term Structure Models; Macroeconomics; Business and Economics;

    Abstract : 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