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한국 거시경제변수를 이용한 Affine Term Structure Model의 실증분석 : Empirical analysis of affine term structure model using Korean macroeconomic variables

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Authors

장덕진

Advisor
윤택
Major
경제학부
Issue Date
2011-08
Publisher
서울대학교 대학원
Keywords
Affine Term structure modelMinimum Chi-square estimationMacro-Finance model
Description
학위논문 (석사)-- 서울대학교 대학원 : 경제학부, 2011.8. 윤택.
Language
kor
URI
https://hdl.handle.net/10371/157048

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