Forecasting the term structure of government bond yields in unstable environments
Year of publication: |
December 2017
|
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Authors: | Byrne, Joseph P. ; Cao, Shuo ; Korobilis, Dimitris |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 44.2017, p. 209-225
|
Subject: | Term structure of interest rates | Nelson-Siegel | Dynamic model averaging | Bayesian methods | Term premia | Theorie | Theory | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Staatspapier | Government securities | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond |
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