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Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu; Moreira, Ajax; Vicente, José … - In: International review of financial analysis 20 (2011) 5, pp. 237-243
Persistent link: https://www.econbiz.de/10009492131
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Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana - In: International review of financial analysis 52 (2017), pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
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Long memory in the U.S. interest rate
Gil-Alaña, Luis A. - In: International review of financial analysis 13 (2004) 3, pp. 265-276
Persistent link: https://www.econbiz.de/10002115098
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Credit spreads and the term structure of interest rates
Christiansen, Charlotte - In: International review of financial analysis 11 (2002) 3, pp. 279-295
Persistent link: https://www.econbiz.de/10001715973
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A Markov switching unobserved component analysis of the CDX index term premium
Calice, Giovanni; Ioannidis, Christos; Miao, Rong Hui - In: International review of financial analysis 44 (2016), pp. 189-204
Persistent link: https://www.econbiz.de/10011623992
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Interest parity, cointegration, and the term structure : testing in an integrated framework
Georgoutsos, Demetris A.; Kouretas, Georgios P. - In: International review of financial analysis 46 (2016), pp. 281-294
Persistent link: https://www.econbiz.de/10011582102
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Forecasting the yield curve : a statistical model with market survey data
Leite, André Luis da Silva; Gomes Filho, Romeu Braz Pereira - In: International review of financial analysis 19 (2010) 2, pp. 108-112
Persistent link: https://www.econbiz.de/10008669495
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Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models
Avino, Davide; Nneji, Ogonna - In: International review of financial analysis 34 (2014), pp. 262-274
Persistent link: https://www.econbiz.de/10010529033
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Forecasting UK and US interest rates using continuous time term structure models
Byers, S. L.; Nowman, K. B. - In: International review of financial analysis 7 (1998) 3, pp. 191-206
Persistent link: https://www.econbiz.de/10001356589
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Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates
Bekiros, Stelios; Avdoulas, Christos; Hassapis, Christis - In: International review of financial analysis 55 (2018), pp. 140-155
Persistent link: https://www.econbiz.de/10012006178