Weißbach, Rafael; Ponyatovskyy, Vladyslav; Zimmermann, … - 2006
Due to their status as "the" benchmark yield for the world's largest government bond market and its importance for US monetary policy, the interest in a "good" forecast of the constant maturity yield of the 10-year U.S. Treasury bond ("T-bond yields") is immense. This paper assesses three...