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Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver; Herwartz, Helmut - In: Journal of forecasting 28 (2009) 7, pp. 575-594
Persistent link: https://www.econbiz.de/10003902215
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Modeling and forecasting the yield curve by an extended Nelson-Siegel class of models : a quantile autoregression approach
De Rezende, Rafael B.; Ferreira, Mauro S. - In: Journal of forecasting 32 (2013) 2, pp. 111-123
Persistent link: https://www.econbiz.de/10009758689
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Downturns and changes in the yield slope
Abbritti, Mirko; Equiza, Juan; Moreno, Antonio; Trani, … - In: Journal of forecasting 43 (2024) 3, pp. 673-701
Persistent link: https://www.econbiz.de/10014532378
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Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap
Tsui, Albert K.; Wu, Junxiang; Zhang, Zhaoyong; Zheng, … - In: Journal of forecasting 42 (2023) 5, pp. 1205-1227
Persistent link: https://www.econbiz.de/10014338847
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Forecasting the term structure when short-term rates are near zero
Steeley, James M. - In: Journal of forecasting 33 (2014) 5, pp. 350-363
Persistent link: https://www.econbiz.de/10010425630
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Forecasting the US term structure of interest rates using nonparametric functional data analysis
Caldeira, João F.; Torrent, Hudson da Silva - In: Journal of forecasting 36 (2017) 1, pp. 56-73
Persistent link: https://www.econbiz.de/10011729058
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Yield curve forecasting with the Burg model
Rostan, Pierre; Belhachemi, Rachid; Racicot, François-Éric - In: Journal of forecasting 36 (2017) 1, pp. 91-99
Persistent link: https://www.econbiz.de/10011729073
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Yield spread selection in predicting recession probabilities
Choi, Jaehyuk; Ge, Desheng; Kang, Kyu Ho; Sohn, Sungbin - In: Journal of forecasting 42 (2023) 7, pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
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Can Brazilian Central Bank communication help to predict the yield curve?
Alves, Cássio Roberto de Andrade; Abraham, Kuruvilla Joseph - In: Journal of forecasting 42 (2023) 6, pp. 1429-1444
Persistent link: https://www.econbiz.de/10014338912
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Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine
Zhang, Wen; Wu, Zhibin - In: Journal of forecasting 41 (2022) 3, pp. 615-632
Persistent link: https://www.econbiz.de/10013166168