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Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates
Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115886
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Estimating yield curves by Kernel smoothing methods
Linton, O. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001373068
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Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo; Thornton, Daniel L. - 2010
Persistent link: https://www.econbiz.de/10008651137
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The natural rate of interest: information derived from shadow rate model
Ajevskis, Viktors - 2018
Persistent link: https://www.econbiz.de/10011947204
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What do German short-term interest rates tell us about future inflation?
Grech, Harald - 2004
Persistent link: https://www.econbiz.de/10002718486
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Default and interest rate shocks : renegotiation matters
Almeida, Victor; Esquivel, Carlos; Kehoe, Timothy Jerome; … - 2024
Persistent link: https://www.econbiz.de/10014560609
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Federal funds rate prediction
Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
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Out-of-sample predictions of bond excess returns and forward rates : an asset-allocation perspective
Thornton, Daniel L.; Valente, Giorgio - 2010
Persistent link: https://www.econbiz.de/10008668608
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Forecasting the Yield curve using priors from no arbitrage affine term structure models
Carriero, Andrea (contributor) - 2007
Persistent link: https://www.econbiz.de/10003564897
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Maturity induced bias in estimating spot rate diffusion models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975531