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Forecasting the Brazilian yield curve using forward-looking variables
Vieira, Fausto; Fernandes, Marcelo; Chague, Fernando - In: International journal of forecasting 33 (2017) 1, pp. 121-131
Persistent link: https://www.econbiz.de/10011754690
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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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The time-varying leading properties of the high yield spread in the United States
De Pace, Pierangelo; Weber, Kyle D. - In: International journal of forecasting 32 (2016) 1, pp. 203-230
Persistent link: https://www.econbiz.de/10011596513
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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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A dynamic factor model of the yield curve components as a predictor of the economy
Chauvet, Marcelle; Senyuz, Zeynep - In: International journal of forecasting 32 (2016) 2, pp. 324-343
Persistent link: https://www.econbiz.de/10011596830
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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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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
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Predicting recessions with a composite real-time dynamic probit model
Proaño Acosta, Christian; Theobald, Thomas - In: International journal of forecasting 30 (2014) 4, pp. 898-917
Persistent link: https://www.econbiz.de/10010517779
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Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations
Magnus, Jan R.; Vasnev, Andrey L. - In: International journal of forecasting 31 (2015) 3, pp. 769-781
Persistent link: https://www.econbiz.de/10011474558