Has the predictability of the yield spread changed?
Year of publication: |
2018
|
---|---|
Authors: | Kim, Dong-heon ; Park, Euihwan |
Published in: |
Seoul journal of economics. - Seoul : Univ., ISSN 1225-0279, ZDB-ID 1084412-0. - Vol. 31.2018, 4, p. 449-463
|
Subject: | Yield spread | Break | Predictability | Expectations effect | Term premium effect | Great Moderation | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Frühindikator | Leading indicator | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Volatilität | Volatility |
-
Expectations and term premia in EFSF bond yields
Carriero, Andrea, (2022)
-
Baumeister, Christiane, (2021)
-
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard, (2015)
- More ...
-
The role of global liquidity in global yield dynamics
Park, Euihwan, (2023)
-
Has the Predictability of the Yield Spread Changed?
Kim, Dong Heon, (2018)
-
Park, Euihwan, (2021)
- More ...