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Prediction bias correction for dynamic term structure models
Raviv, Eran - In: Economics letters 129 (2015), pp. 112-115
Persistent link: https://www.econbiz.de/10011422051
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Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos; Dey, Dipak - In: Economics letters 154 (2017), pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
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Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego; Poncela, Pilar; Ruiz, Esther - In: Economics letters 230 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
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Forecasting the term structure of volatility of crude oil price changes
Balaban, Ercan; Lu, Shan - In: Economics letters 141 (2016), pp. 116-118
Persistent link: https://www.econbiz.de/10011616200
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Forecasting the yield curve using a dynamic natural cubic spline model
Feng, Pan; Qian, Junhui - In: Economics letters 168 (2018), pp. 73-76
Persistent link: https://www.econbiz.de/10012016724
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Linear-quadratic term structure models for negative euro area yields
Realdon, Marco; Boonyanet, Wachira - In: Economics letters 155 (2017), pp. 149-153
Persistent link: https://www.econbiz.de/10011821635
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Economic policy uncertainty, financial markets and probability of US recessions
Karnizova, Lilia; Li, Jiaxiong - In: Economics letters 125 (2014) 2, pp. 261-265
Persistent link: https://www.econbiz.de/10010505323
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The term structure of implied dividend yields and expected returns
Bilson, John F.; Kang, Sang Baum; Luo, Hong - In: Economics letters 128 (2015), pp. 9-13
Persistent link: https://www.econbiz.de/10011382973
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Testing the predictive power of the term structure without data snooping bias
Kao, Yi-cheng; Kuan, Chung-ming; Chen, Shikuan - In: Economics letters 121 (2013) 3, pp. 546-549
Persistent link: https://www.econbiz.de/10010394211
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A new definition for time-dependent price mean reversion in commodity markets
Kocagil, Ahmet Enis; Swanson, Norman R.; Zeng, Tian - In: Economics letters 71 (2001) 1, pp. 9-16
Persistent link: https://www.econbiz.de/10001564044