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Yield spread selection in predicting recession probabilities
Choi, Jaehyuk, (2023)
Term structure modeling and forecasting of government bond yields : does a good in -sample fit imply reasonable out-of-sample forecasts?
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Liquidity and yield curve estimation
Tsai, Shih-chuan, (2012)
Agricultural commodities and financial markets
Modena, Matteo, (2011)
Yield curve, time varying term premia, and business cycle fluctuations
Modena, Matteo, (2008)
The term structure and the expectations hypothesis: a threshold model