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Hubig, Anja

Introduction of a New Conceptual Framework for Government Debt Management

Hubig, Anja - Introduction of a New Conceptual Framework for Government Debt Management, ebook

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ISBN: 9783658009182
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Table of contents

1. Introduction
Anja Hubig

2. Is the standard micro portfolio approach to sovereign debt management still appropriate? A critical analysis of the underlying analytical framework
Anja Hubig

3. From corporate to public finance: A new application of the capital budgeting approach to sovereign debt management
Anja Hubig

4. Use of orthogonal polynomials to describe the shape and dynamics of the term structure of interest rates for the purpose of government debt management
Anja Hubig

5. Stochastic modeling of the term structure dynamics for the purpose of long-term government debt management: The theoretical framework
Anja Hubig

6. Joint modeling of yield curve shape and dynamics: An empirical validation of term structure simulations for long-term government debt management
Anja Hubig

Keywords: Economics/Management Science, Finance/Investment/Banking

Author(s)
Publisher
Springer
Publication year
2013
Language
en
Edition
2013
Series
Empirische Finanzmarktforschung/Empirical Finance
Category
Economy
Format
Ebook
eISBN (PDF)
9783658009182

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