Forecasting the term structure of government bond yields
Year of publication: |
2003
|
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Authors: | Diebold, Francis X. ; Li, Canlin |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Schatzpapier | Zinsstruktur | Kapitalertrag | Prognose | Theorie | USA | Term structure | yield curve | factor model | Nelson-Siegel curve |
Series: | CFS Working Paper ; 2004/09 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 515150223 [GVK] hdl:10419/25435 [Handle] RePEc:zbw:cfswop:200409 [RePEc] |
Classification: | G1 - General Financial Markets ; E4 - Money and Interest Rates ; C5 - Econometric Modeling |
Source: |
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Forecasting the term structure of government bond yields
Diebold, Francis X., (2003)
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Forecasting the Term Structure of Government Bond Yields
Diebold, Francis X., (2004)
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The macroeconomy and the yield curve : a nonstructural analysis
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Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach
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Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
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Forecasting the term structure of government bond yields
Diebold, Francis X., (2006)
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