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DTSTART:20161030T030000
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
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DTSTART:20170326T020000
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UID:calendar.7457.field_data.0@www.glad.uniroma1.it
DTSTAMP:20260406T193114Z
CREATED:20161212T095924Z
DESCRIPTION:The term structure of interest rates embeds relevant informatio
 n for analysts\, policy-makers and investors. With the start of the financ
 ial crisis and the unconventional monetary policies pursued by central ban
 ks in developed countries\, the identification of the determinants of chan
 ges in interest rates across time and tenors has become a key topic in all
  research agenda. With this aim in mind\, we present a general class of li
 near factor models for the term structure of interest rates and analyze it
 s main features. Last\, we document the main methodologies to estimate the
 m.
DTSTART;TZID=Europe/Paris:20161216T143000
DTEND;TZID=Europe/Paris:20161216T143000
LAST-MODIFIED:20190805T155749Z
LOCATION:Aula A4\, Via Ariosto\, 25
SUMMARY:MORE@DIAG SEMINAR: Linear term structure of interest rates - Marcel
 lo Pericoli\, Banca d'Italia\,  Divisione Analisi finanziaria - Servizio C
 ongiuntura e politica monetaria Dipartimento Economia e statistica
URL;TYPE=URI:http://www.glad.uniroma1.it/node/7457
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