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A comment on Bond risk, bond return volatility, and the term structure of interest rates
Heinen, Andréas - In: International journal of forecasting 28 (2012) 1, pp. 118-120
Persistent link: https://www.econbiz.de/10009582031
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Bond risk, bond return volatility, and the term structure of interest rates
Viceira, Luis M. - In: International journal of forecasting 28 (2012) 1, pp. 97-117
Persistent link: https://www.econbiz.de/10009582041
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The term structure of volatility predictability
Li, Xingyi; Zakamulin, Valeriy - In: International journal of forecasting 36 (2020) 2, pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
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Implied volatility term structure and exchange rate predictability
Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: International journal of forecasting 35 (2019) 4, pp. 1800-1813
Persistent link: https://www.econbiz.de/10012305531
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Does realized volatility help bond yield density prediction?
Shin, Minchul; Zhong, Molin - In: International journal of forecasting 33 (2017) 2, pp. 373-389
Persistent link: https://www.econbiz.de/10011922068
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Forecasting bond yields in the Brazilian fixed income market
Vicente, José; Tabak, Benjamin Miranda - In: International journal of forecasting 24 (2008) 3, pp. 490-497
Persistent link: https://www.econbiz.de/10003764135
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The timing and accuracy of leading and lagging business cycle indicators : a new approach
Seip, Knut Lehre; McNown, Robert F. - In: International journal of forecasting 23 (2007) 2, pp. 277-287
Persistent link: https://www.econbiz.de/10003483813
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A reappraisal of the leading indicator properties of the yield curve under structural instability
Schrimpf, Andreas; Wang, Qingwei - In: International journal of forecasting 26 (2010) 4, pp. 836-857
Persistent link: https://www.econbiz.de/10008807702
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Mixed frequency models : Bayesian approaches to estimation and prediction
Rodriguez, Abel; Puggioni, Gavino - In: International journal of forecasting 26 (2010) 2, pp. 293-311
Persistent link: https://www.econbiz.de/10003980371
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Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models
Yu, Wei-choun; Zivot, Eric - In: International journal of forecasting 27 (2011) 2, pp. 579-591
Persistent link: https://www.econbiz.de/10009247403