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Hull-White모형을 이용한 인플레이션 예측모형에 관한 연구 : 미국의 사례를 중심으로
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- Authors
- Advisor
- 김소영
- Issue Date
- 2011
- Publisher
- 서울대학교 대학원
- Keywords
- Hull-White모형 ; Hull-White model ; Nelson-Siegel함수 ; Nelson-Siegel function ; 물가연동국채 ; Treasury Inflation Protected Security(TIPS) ; 손익분기인플레이션 ; Break-Even Inflation(BEI) ; 인플레이션 예측 ; Inflation forecasting
- Description
- 학위논문(석사) --서울대학교 대학원 :경제학부,2011.2.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000029438
https://hdl.handle.net/10371/73778
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