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Yield spread selection in predicting recession probabilities
Choi, Jaehyuk, (2023)
Term structure modeling and forecasting of government bond yields : does a good in -sample fit imply reasonable out-of-sample forecasts?
Ullah, Wali, (2013)
Liquidity and yield curve estimation
Tsai, Shih-chuan, (2012)
Valuation of bonds with embedded options
Fabozzi, Frank J., (2005)
Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J., (2008)
An option-theoretic prepayment model for mortgages and mortgage-backed securities
Kalotay, Andrew J., (2004)