Browse

You are looking at 1 - 2 of 2 items :

  • Keywords: bonds x
Clear All
Monetary and Fiscal Policies and the Dynamics of the Yield Curve in Morocco

Monetary and Fiscal Policies and the Dynamics of the Yield Curve in Morocco »

Volume/Issue: 2016/103

Series: IMF Working Papers

Author(s): Calixte Ahokpossi , Pilar Garcia Martinez , and Laurent Kemoe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 May 2016

DOI: http://dx.doi.org/10.5089/9781484365465.001

ISBN: 9781484365465

Keywords: Yield curve; interest rates; government bonds; Morocco.

We estimate the latent factors that underlie the dynamics of the sovereign bond yield curve in Morocco during 2004-14 based on the Dynamic Nelson-Siegel model. On this basis, we explore the interaction between macr...

Monetary and Fiscal Policies and the Dynamics of the Yield Curve in Morocco

Monetary and Fiscal Policies and the Dynamics of the Yield Curve in Morocco »

Source: Monetary and Fiscal Policies and the Dynamics of the Yield Curve in Morocco

Volume/Issue: 2016/103

Series: IMF Working Papers

Author(s): Calixte Ahokpossi , Pilar Garcia Martinez , and Laurent Kemoe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 May 2016

ISBN: 9781484365465

Keywords: Yield curve; interest rates; government bonds; Morocco.

We estimate the latent factors that underlie the dynamics of the sovereign bond yield curve in Morocco during 2004-14 based on the Dynamic Nelson-Siegel model. On this basis, we explore the interaction between macr...