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~subject:"Yield curve"
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Search: "Audrino, Francesco"
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Audrino, Francesco
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Trojani, Fabio
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Working paper / Institute for Empirical Research in Economics, University of Zürich
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Yield curve predictability, regimes, and macroeconomic information : a data-driven approach
Audrino, Francesco
;
Filipova, Kameliya
-
2009
Persistent link: https://www.econbiz.de/10003885820
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2
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
3
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
4
Beta regimes for the yield curve
Audrino, Francesco
;
De Giorgi, Enrico
-
2005
Persistent link: https://www.econbiz.de/10002951706
Saved in:
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