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1
Inferring volatility from the yield curve
Brousseau, Vincent
;
Durré, Alain
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 304-314
Persistent link: https://www.econbiz.de/10011438558
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2
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
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3
Does the yield curve predict output?
Haubrich, Joseph Gerard
- In:
Annual review of financial economics
13
(
2021
),
pp. 341-362
Persistent link: https://www.econbiz.de/10012612511
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4
Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang
;
Majer, Piotr
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
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5
Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
6
The arithmetics of par, spot and forward curves
Melik-Parsadanyan, Vahagn
- In:
International journal of economics and finance
8
(
2016
)
12
,
pp. 183-186
Persistent link: https://www.econbiz.de/10011602847
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7
A discrete time model of convergence for the term structure of interest rates in the case of entering a monetary union
Aevskiy, V.
;
Chetverikov, V.
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2333-2340
Persistent link: https://www.econbiz.de/10011590965
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8
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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9
Consistent recalibration of yield curve models
Harms, Philipp
;
Stefanovits, David
;
Teichmann, Josef
; …
- In:
Mathematical finance : an international journal of …
28
(
2018
)
3
,
pp. 757-799
Persistent link: https://www.econbiz.de/10011969080
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10
Forecasting the US term structure of interest rates using nonparametric functional data analysis
Caldeira, João F.
;
Torrent, Hudson da Silva
- In:
Journal of forecasting
36
(
2017
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10011729058
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