Forecasting the yield curve for the Euro region
Year of publication: |
2012
|
---|---|
Authors: | Tabak, B.M. ; Sollaci, A.B. ; Gomes, G.M. ; Cajueiro, D.O. |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 117.2012, 2, p. 513-516
|
Publisher: |
Elsevier |
Subject: | European yield curve | Dynamic Nelson–Siegel | Functional signal plus noise | Forecasting | Term structure of interest rates |
-
Forecasting term structure of interest rates in Japan
Ishii, Hokuto, (2019)
-
Ahrens, Ralf, (1999)
-
Risks in macroeconomic fundamentals and excess bond returns predictability
De Rezende, Rafael B., (2015)
- More ...
-
Forecasting the yield curve for the Euro region
Tabak, B.M., (2012)
-
Quantifying price fluctuations in the Brazilian stock market
Tabak, B.M., (2009)
-
Enforcing social behavior in an Ising model with complex neighborhoods
Cajueiro, D.O., (2011)
- More ...