A Nonparametric Model for Analysis of the EURO Bond Market
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F03%3A00002010" target="_blank" >RIV/00216208:11320/03:00002010 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
A Nonparametric Model for Analysis of the EURO Bond Market
Original language description
We analyse the positions of individual countries within the EURO bond market by a two-stage nonparametric regression model and provide a nonparametric bootstrap test. We assume the individual yield curves as a sum of common and country-specific effects.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2003
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Economic Dynamics and Control
ISSN
0165-1889
e-ISSN
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Volume of the periodical
27
Issue of the periodical within the volume
1
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
19
Pages from-to
1113-1131
UT code for WoS article
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EID of the result in the Scopus database
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