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Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard - 2015
Persistent link: https://www.econbiz.de/10011343492
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Analyzing oil futures with a dynamic Nelson-Siegel Model
Hansen, Niels S.; Lunde, Asger - 2013
Persistent link: https://www.econbiz.de/10010195637
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The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper; Kjær, Mads Markvart; … - 2021 - This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
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Predicting severe simultaneous recessions using yield spreads as leading indicators
Christiansen, Charlotte - 2011
Persistent link: https://www.econbiz.de/10009127828
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Bond risk premiums at the zero lower bound
Andreasen, Martin Møller; Jørgensen, Kasper; Meldrum, … - 2019
Persistent link: https://www.econbiz.de/10012063987
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Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller - 2019
Persistent link: https://www.econbiz.de/10012063989
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Do realized skewness and kurtosis predict the cross-section of equity returns?
Amaya, Diego (contributor) - 2011
Persistent link: https://www.econbiz.de/10009385117
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Using the Yield Curve in forecasting output growth and inflation
Hillebrand, Eric; Huiyu Hang; Lee, Tae-hwy; Li, Canlin - 2012
Persistent link: https://www.econbiz.de/10009531583
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The forecasting power of the yield curve, a supervised factor model approach
Boldrini, Lorenzo; Hillebrand, Eric T. - 2015
Persistent link: https://www.econbiz.de/10011327706
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On the economic evaluation of volatility forecasts
Voev, Valeri - 2009
Persistent link: https://www.econbiz.de/10003903525