Forecasting bond yields with segmented term structure models
Year of publication: |
2018
|
---|---|
Authors: | Almeida, Caio ; Ardison, Kym ; Kubudi, Daniela ; Simonsen, Axel ; Vicente, José |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 16.2018, 1, p. 1-33
|
Subject: | Error Correction Model | exponential splines | local shocks | model selection | preferred habitat theory | Theorie | Theory | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Kointegration | Cointegration |
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