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Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den; Jansen, Pieter W. - In: Applied financial economics 23 (2013) 7/9, pp. 749-765
Persistent link: https://www.econbiz.de/10009750989
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Nonparametric conditional density estimation of short-term interest rate movements : procedures, results and risk management implications
Kalda, Ankit; Siddiqui, Sikandar - In: Applied financial economics 23 (2013) 7/9, pp. 671-684
Persistent link: https://www.econbiz.de/10009750636
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Combining survey forecasts and time series models : the case of the Euribor
Krüger, Fabian; Mokinski, Frieder; Pohlmeier, Winfried - In: Jahrbücher für Nationalökonomie und Statistik 231 (2011) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10008902890
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Comparing forecasting ability of parametric and non-parametric methods : an application with Canadian monthly interest rates
Saltoǧlu, Burak - In: Applied financial economics 13 (2003) 3, pp. 169-176
Persistent link: https://www.econbiz.de/10001742845
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An empirical analysis of the German long-term interest rate
Butter, Frank A. G. den; Jansen, Pieter W. - In: Applied financial economics 14 (2004) 10, pp. 731-741
Persistent link: https://www.econbiz.de/10002111050
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New evidence of the expectation hypothesis of interest rates : a flexible nonlinear approach
Mili, Medhi; Sahut, Jean-Michel; Teulon, Fredéric - In: Applied financial economics 22 (2012) 1/3, pp. 165-176
Persistent link: https://www.econbiz.de/10009419561
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Multiple comparisons and joint significance in panel unit root testing with evidence on international interest rate linkage
Hassler, Uwe; Werkmann, Verena - In: Jahrbücher für Nationalökonomie und Statistik 234 (2014) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10010232366
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A full jump switching level GARCH model for short-term interest rate
Sheu, Her-jiun; Lee, Hsiang-tai - In: Applied financial economics 22 (2012) 4/6, pp. 479-489
Persistent link: https://www.econbiz.de/10009581297
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Explaining the US bond yield conundrum
Bandholz, Harm; Clostermann, Jörg; Seitz, Franz - In: Applied financial economics 19 (2009) 7/9, pp. 539-550
Persistent link: https://www.econbiz.de/10003842640
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Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go; Hamori, Shigeyuki - In: Applied financial economics 24 (2014) 1/3, pp. 139-143
Persistent link: https://www.econbiz.de/10010391461