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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 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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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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Measuring connectedness of euro area sovereign risk
Buse, Rebekka; Schienle, Melanie - In: International journal of forecasting 35 (2019) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10012300572
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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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Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo; Thornton, Daniel L. - In: International journal of forecasting 34 (2018) 4, pp. 636-664
Persistent link: https://www.econbiz.de/10012031076
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Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: International journal of forecasting 25 (2009) 2, pp. 373-399
Persistent link: https://www.econbiz.de/10003870067
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The trading profitability of forecasts of the gilt-equity yield ratio
Brooks, Chris; Persand, Gita - In: International journal of forecasting 17 (2001) 1, pp. 11-29
Persistent link: https://www.econbiz.de/10001549772
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Volatility forecasting in European government bond markets
Özbekler, Ali Gencay; Kontonikas, Alexandros; … - In: International journal of forecasting 37 (2021) 4, pp. 1691-1709
Persistent link: https://www.econbiz.de/10013274332