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subject:"Forecasting model"
~person:"Estrella, Arturo"
~person:"Sarno, Lucio"
~type:"article"
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Search: subject_exact:"Zinsstruktur"
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Forecasting model
Yield curve
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Estrella, Arturo
Sarno, Lucio
Baghestani, Hamid
7
Gupta, Rangan
7
Kang, Kyu Ho
7
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5
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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
Saved in:
6
How stable is the predictive power of the yield curve? : Evidence from Germany and the United States
Estrella, Arturo
;
Rodrigues, Anthony P.
;
Schich, …
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 629-644
Persistent link: https://www.econbiz.de/10001791761
Saved in:
7
The yield curve as a predictor of recessions in the United States and Europe
Estrella, Arturo
- In:
The determination of long-term interest rates and …
,
(pp. 324-337)
.
1996
Persistent link: https://www.econbiz.de/10001321305
Saved in:
8
The yield curve as a predictor of US recessions
Estrella, Arturo
- In:
Current issues in economics and finance
2
(
1996
)
7
Persistent link: https://www.econbiz.de/10001222927
Saved in:
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