Decomposing real and nominal yield curves
نویسندگان
چکیده
منابع مشابه
Decomposing Lorenz and Concentration Curves*
We decompose the Lorenz curve and its associated concentration curve by population subgroups. To illustrate these decompositions, we examine changes in earnings inequality among West Germans, East Germans, and foreign guest workers during the recent German unification. We show that East German earnings have become less concentrated in the lower deciles of the overall German earnings distributio...
متن کاملDecomposing Jacobians of Hyperelliptic Curves
Many interesting questions can be asked about the decomposition of Jacobians of curves. For instance, we may want to know which curves have completely decomposable Jacobians (Jacobians which are the product of g elliptic curves) [4]. We may ask about number theoretic properties of the elliptic curves that show up in the decomposition of Jacobians of curves [2]. We would also like to know how ma...
متن کاملDecomposing Real-Time Specifications
In this paper we show that every real-time system speciied in a certain subset of Duration Calculus 24] can be decomposed into an untimed system communicating with suitable timers. Both asynchronous and synchronous communication are considered.
متن کاملDecomposing Jacobians of Curves with Extra Automorphisms
Given a fixed genus g, we would like to know the largest possible integer t such that t copies of one elliptic curve E appear in the decomposition of the Jacobian variety JX for some curve X of genus g. In this paper we find nontrivial lower bounds for t for genus up to 10. For genus 3 through 6 we demonstrate curves X such that JX∼E .
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Monetary Economics
سال: 2016
ISSN: 0304-3932
DOI: 10.1016/j.jmoneco.2016.10.006