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How important are common factors in driving non-fuel commodity prices-A dynamic factor analysis
Tags: Treasury | Toegevoegd: 29-07-2009This paper analyses the importance of common factors in shaping non-fuel commodity price movements for the period 1957-2008. For this purpose, a dynamic factor model is estimated using Kalman Filtering techniques...
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Structured Credit Products (Engels)
Credit Derivatives and synthetic securitasation
| Auteur(s): | Moorad Choudhry |
| Uitgever: | Wiley |
| Prijs: | € 87.00 |
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