LEADER 04804nam 2200925 a 450 001 9910786024703321 005 20230803025311.0 010 $a1-299-05121-9 010 $a1-4008-4541-6 024 7 $a10.1515/9781400845415 035 $a(CKB)2670000000329081 035 $a(EBL)1047204 035 $a(OCoLC)824488901 035 $a(SSID)ssj0000818112 035 $a(PQKBManifestationID)11452580 035 $a(PQKBTitleCode)TC0000818112 035 $a(PQKBWorkID)10839873 035 $a(PQKB)10745710 035 $a(StDuBDS)EDZ0000407003 035 $a(DE-B1597)447463 035 $a(OCoLC)979758428 035 $a(DE-B1597)9781400845415 035 $a(Au-PeEL)EBL1047204 035 $a(CaPaEBR)ebr10640069 035 $a(CaONFJC)MIL436371 035 $a(MiAaPQ)EBC1047204 035 $a(EXLCZ)992670000000329081 100 $a20120531d2013 uy 0 101 0 $aeng 135 $aurunu---|u||u 181 $ctxt 182 $cc 183 $acr 200 10$aYield curve modeling and forecasting$b[electronic resource] $ethe dynamic Nelson-Siegel approach /$fFrancis X. Diebold and Glenn D. Rudebusch 205 $aCourse Book 210 $aPrinceton $cPrinceton University Press$dc2013 215 $a1 online resource (225 p.) 225 1 $aThe Econometric and Tinbergen Institutes lectures 300 $aDescription based upon print version of record. 311 0 $a0-691-14680-2 320 $aIncludes bibliographical references and index. 327 $tFront matter --$tContents --$tIllustrations --$tIntroduction --$tPreface --$tAdditional Acknowledgment --$t1. Facts, Factors, and Questions --$t2. Dynamic Nelson-Siegel --$t3. Arbitrage-Free Nelson-Siegel --$t4. Extensions --$t5. Macro-Finance --$t6. Epilogue --$tAppendixes --$tAppendix A: Two-Factor AFNS Calculations --$tAppendix B: Details of AFNS Restrictions --$tAppendix C: The AFGNS Yield-Adjustment Term --$tBibliography --$tIndex 330 $aUnderstanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most yield curve models tend to be theoretically rigorous but empirically disappointing, or empirically successful but theoretically lacking. In this book, Francis Diebold and Glenn Rudebusch propose two extensions of the classic yield curve model of Nelson and Siegel that are both theoretically rigorous and empirically successful. The first extension is the dynamic Nelson-Siegel model (DNS), while the second takes this dynamic version and makes it arbitrage-free (AFNS). Diebold and Rudebusch show how these two models are just slightly different implementations of a single unified approach to dynamic yield curve modeling and forecasting. They emphasize both descriptive and efficient-markets aspects, they pay special attention to the links between the yield curve and macroeconomic fundamentals, and they show why DNS and AFNS are likely to remain of lasting appeal even as alternative arbitrage-free models are developed. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry. 410 0$aEconometric and Tinbergen Institutes lectures. 606 $aBonds$xMathematical models 610 $aAFNS. 610 $aBayesian analysis. 610 $aDNS. 610 $aNelson?iegel curve fitting. 610 $aRudebusch?u model. 610 $aaffine arbitrage-free models. 610 $aarbitrage-free Nelson?iegel models. 610 $aarbitrage-free dynamic Nelson?iegel. 610 $aarbitrage-free models. 610 $acredit spreads. 610 $adynamic Nelson?iegel model. 610 $adynamic Nelson?iegel modeling. 610 $adynamic yield curve forecasting. 610 $adynamic yield curve modeling. 610 $afactor loadings. 610 $aforecasting. 610 $amacro-finance yield curve modeling. 610 $amulticountry modeling. 610 $arisk management. 610 $astate?pace structure. 610 $astochastic volatility. 610 $ayield curve fitting. 610 $ayield curve models. 610 $ayield curve. 615 0$aBonds$xMathematical models. 676 $a332.63/2042 700 $aDiebold$b Francis X.$f1959-$0266490 701 $aRudebusch$b Glenn D.$f1959-$0121198 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910786024703321 996 $aYield curve modeling and forecasting$91545195 997 $aUNINA LEADER 03790oam 2200733I 450 001 9910789609903321 005 20230126204724.0 010 $a0-415-82422-2 010 $a1-283-10339-7 010 $a9786613103390 010 $a1-136-73844-4 010 $a0-203-81876-8 024 7 $a10.4324/9780203818763 035 $a(CKB)2670000000082156 035 $a(EBL)672434 035 $a(OCoLC)719076244 035 $a(SSID)ssj0000468804 035 $a(PQKBManifestationID)12160333 035 $a(PQKBTitleCode)TC0000468804 035 $a(PQKBWorkID)10507883 035 $a(PQKB)10963567 035 $a(MiAaPQ)EBC672434 035 $a(Au-PeEL)EBL672434 035 $a(CaPaEBR)ebr10462695 035 $a(CaONFJC)MIL310339 035 $a(EXLCZ)992670000000082156 100 $a20180706d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 04$aThe engaged university $einternational perspectives on civic engagement /$fDavid Watson. [et al.] 210 1$aNew York, N.Y. :$cRoutledge,$d2011. 215 $a1 online resource (307 p.) 225 1 $aInternational studies in higher education 300 $aDescription based upon print version of record. 311 $a0-415-89849-8 311 $a0-415-87465-3 320 $aIncludes bibliographical references and index. 327 $apt. 1. University-community relationships : the long view -- pt. 2. The engaged university -- pt. 3. An engaged university moment. 330 $a"University civic engagement encompasses a broad range of efforts to directly apply university resources to the communities and societies in which they are located. These activities include applied research, community service learning courses, education and training of non-matriculated groups, community development partnerships, and student volunteering. The Engaged University is a fully empirical account of a genuinely global movement of higher education institutions to increase university civic engagement. Based on the self-assessment policies and practices of an international network of over 20 universities committed to social and civic service, it examines the everyday their objectives, management and achievements. This timely volume offers three special contributions to the literature on higher education policy and practice: an historical overview of university foundation, which is demonstrated as having almost invariably incorporated a context-specific element of social purpose, together with a survey of how these "founding" intentions have fared in different systems of higher education; a contemporary account of the policy and practice of universities all over the world seeking to re-engage with this social purpose; and an overview of generic issues which emerge for the "engaged university.""--$cProvided by publisher. 410 0$aInternational studies in higher education. 606 $aCommunity and college$vCross-cultural studies 606 $aHigher education and state$vCross-cultural studies 606 $aEducation, Higher$xSocial aspects$vCross-cultural studies 606 $aEducation and globalization$vCross-cultural studies 615 10$aCommunity and college 615 0$aHigher education and state 615 0$aEducation, Higher$xSocial aspects 615 0$aEducation and globalization 676 $a378.1/03 686 $aEDU000000$aEDU001000$aEDU015000$2bisacsh 686 $aAL 20100$2rvk 686 $aAL 46950$2rvk 686 $aDM 3000$2rvk 701 $aWatson$b David$f1949-$01503456 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910789609903321 996 $aThe engaged university$93763072 997 $aUNINA