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Revisiting the term of interest rates: evidence from USA
Kuo, Pao-Lan, (2019)
Time series analysis of the US term structure of interest rates using a Bayesian Markov switching cointegration model
Sugita, Katsuhiro, (2017)
Is there excess comovement of bond yields between countries?
Sutton, Gregory D., (1997)
Forecasting some low-predictability time series using diffusion indices
Brisson, Marc, (2003)
Non-parametric regression models of deviations from orthogonality in the expectations theory of the term structure
Campbell, Bryan, (1997)
Les progrès dans les prévisions : météorologie et économique
Galbraith, John W., (2006)