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1
Principal component analysis in negative interest rate environment
Lazarević, Milan
- In:
Acta oeconomica : periodical of the Hungarian Academy …
69
(
2019
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10012131097
Saved in:
2
Corporate bond market interdependence : credit spread
correlation
between and within U.S. and Canadian corporate bond markets
Champagne, Claudia
;
Coggins, Frank
;
Sodjahin, Amos
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011878922
Saved in:
3
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
Saved in:
4
Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar
Huang, Wanling
;
Mollick, André Varella
;
Nguyen Khoa Huu
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 959-997
Persistent link: https://www.econbiz.de/10011892922
Saved in:
5
Do financial indicators have directional predictability for US home sales?
Baghestani, Hamid
;
Kaya, Ilker
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1349-1360
Persistent link: https://www.econbiz.de/10011433205
Saved in:
6
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
7
Term-structure estimation with survey data on interest rate forecasts
Kim, Don H.
;
Orphanides, Athanasios
-
2005
Persistent link: https://www.econbiz.de/10003226092
Saved in:
8
Risk-sharing and the term structure of interest rates
Schneider, Andrés
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2331-2374
Persistent link: https://www.econbiz.de/10013279830
Saved in:
9
International monetary policy spillovers : linkages between U.S. and South American yield curves
Cavaca, Igor Bastos
;
Meurer, Roberto
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 737-754
Persistent link: https://www.econbiz.de/10013175892
Saved in:
10
Identification of triggers of US yield curve movements
Kučera, Adam
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012665126
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