Forecasting government bond spreads in a data-rich environment using the three-pass regression filter : master's thesis

Gomboc, Marina (author), Masten, Igor (mentor)

• Language: English
• Keywords: capital market, securities, bonds, yield, economic forecasting, econometrics, methods, data, sampling, regression analysis
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: EF - School of Economics and Business
• Place of publishing: Ljubljana
• Publisher: [M. Gomboc]
• Year: 2017
• Number of pages: II, 75, 14 str.
• PID: 20.500.12556/RUL-100436
• UDC: 336.76
• COBISS.SI-ID: 24318950
• Publication date in RUL: 27.03.2018

Secondary language

• Language: Slovenian
• Title: Napovedovanje pribitkov 10-letnih državnih obveznic v podatkovno bogatem okolju s tro-stopenjskim regresijskim filtrom
• Keywords: trg kapitala, vrednostni papirji, obveznice, donos, ekonomska predvidevanja, ekonometrija, metode, podatki, vzorčenje, regresijske analize