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subject:"Forecasting model"
~person:"Audrino, Francesco"
~person:"Sarno, Lucio"
~type:"article"
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Search: subject_exact:"Zinsstruktur"
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Forecasting model
Yield curve
20
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8
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Audrino, Francesco
Sarno, Lucio
Baghestani, Hamid
7
Gupta, Rangan
7
Kang, Kyu Ho
7
Caldeira, João F.
5
Haubrich, Joseph Gerard
5
Kuosmanen, Petri
5
Mönch, Emanuel
5
Vataja, Juuso
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4
Evgenidis, Anastasios
4
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4
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4
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4
Siriopoulos, Costas
4
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4
Ullah, Wali
4
Valente, Giorgio
4
Wel, Michel van der
4
Yagil, Yossi
4
Zhu, Xiaoneng
4
Argyropoulos, Efthymios
3
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3
Carriero, Andrea
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Chen, Ying
3
Clarida, Richard H.
3
Estrella, Arturo
3
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Ma, Jun
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Moura, Guilherme Valle
3
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3
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Econometric reviews
1
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1
Journal of international economics
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Journal of international money and finance
1
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1
The economic value of predicting bond risk premia
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
- In:
Journal of empirical finance
37
(
2016
),
pp. 247-267
Persistent link: https://www.econbiz.de/10011663051
Saved in:
2
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
3
Beta regimes for the yield curve
Audrino, Francesco
;
De Giorgi, Enrico
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 456-490
Persistent link: https://www.econbiz.de/10003518504
Saved in:
4
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
5
The role of asymmetries and regime shifts in the term structure of interest rates
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1193-1224
Persistent link: https://www.econbiz.de/10003336984
Saved in:
6
Empirical exchange rate models and currency risk : some evidence density forecasts
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of international money and finance
24
(
2005
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10002636012
Saved in:
7
Federal funds rate prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
Saved in:
8
The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
Journal of international economics
60
(
2003
)
1
,
pp. 61-83
Persistent link: https://www.econbiz.de/10001754209
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