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Details for article 64 of 195 found articles
| Title: |
Empirical models for secondary market debt prices |
| Author: |
Fullerton, Thomas M. |
| Appeared in: |
Applied economics letters |
| Paging: | Volume 5 (1998) nr. 6 pages 393-395 |
| Year: |
1998-06-01 |
| Contents: |
This paper extends earlier research regarding predictability of secondary market prices for sovereign debt certificates issued by developing countries. Due to the existence of a thinly traded market subject to potential outliers, parameter estimation is accomplished by means of a least absolute deviations methodology. Simulation results are compared with previously published forecasts where model coefficients were generated via threestage least squares. Both methodologies appear to be useful and combined forecasts may prove helpful in situations where neither technique dominates. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 64 of 195 found articles
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