Browsing by Subject "term structure"

Now showing items 1-2 of 2

    • Capital controls and external debt term structure 
      Al Zein, Eza Ghassan (Texas A&M University, 2005-11-01)
      In my dissertation, I explore the relationship between capital controls and the choice of the maturity structure of external debt in a general equilibrium setup, incorporating explicitly the role of international lenders. ...
    • Term Structure Dynamics with Macroeconomic Factors 
      Park, Ha-Il (2011-02-22)
      Affine term structure models (ATSMs) are known to have a trade-off in predicting future Treasury yields and fitting the time-varying volatility of interest rates. First, I empirically study the role of macroeconomic variables ...