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The role of macroeconomic and market indicators in explaining sovereign Credit Default Swaps (CDS) spread changes : evidence from Türkiye
Kartal, Mustafa Tevfik - In: Romanian journal of economic forecasting 25 (2022) 2, pp. 145-164
Persistent link: https://www.econbiz.de/10013412563
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The term structure of government bond yields in an emerging market
Ullah, Wali; Bari, Khadija Malik - In: Romanian journal of economic forecasting 21 (2018) 3, pp. 5-28
Persistent link: https://www.econbiz.de/10012021769
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Nonlinear dependencies between green bonds and general financial market indices
Huru, Dragos; Manafi, Ioana; Pandelica, Ionut; Uzlau, … - In: Romanian journal of economic forecasting 25 (2022) 4, pp. 169-181
Persistent link: https://www.econbiz.de/10013531986
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Forecasting the government yield curve in China : a cyclical reverting mean approach
Li, Songzhuo; Zhang, Fang - In: Romanian journal of economic forecasting 26 (2023) 1, pp. 78-90
Persistent link: https://www.econbiz.de/10014279611
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Predicting bank's subordinated bond issuances
Yu, Jinyoung; Ryu, Doojin - In: Romanian journal of economic forecasting 22 (2019) 4, pp. 87-99
Persistent link: https://www.econbiz.de/10012420587
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Shocks from the sub-prime crisis to bond indices in the U.S., the EU and emerging markets via CDS indices
Fang, Hao; Shen, Chung-hua; Yau, Hwey-Yun; Chung, Chien-Ping - In: Romanian journal of economic forecasting 22 (2019) 3, pp. 5-24
Persistent link: https://www.econbiz.de/10012420426
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The role of no-arbitrage restrictions in term structure model in the context of an emerging market
Ullah, Walli - In: Romanian journal of economic forecasting 22 (2019) 4, pp. 44-66
Persistent link: https://www.econbiz.de/10012420581
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Co-movement and causality between nominal exchange rates and interest rate differentials in BRICS countries : a wavelet analysis
Si, Dengkui; Li, Xiao-Lin; Chang, Tsangyao; Bai, Lu - In: Romanian journal of economic forecasting 21 (2018) 1, pp. 5-19
Persistent link: https://www.econbiz.de/10012019810
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Conditional term structure of inflation forecast uncertainty : the copula approach
Charemza, Wojciech; Díaz, Carlos; Makarova, Svetlana D. - In: Romanian journal of economic forecasting 22 (2019) 1, pp. 5-18
Persistent link: https://www.econbiz.de/10012021948
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Forecasting the yield curve with dynamic factors
Reschenhofer, Erhard; Stark, Thomas - In: Romanian journal of economic forecasting 22 (2019) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10012022015