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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange

Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - 1998

Persistent link: https://www.econbiz.de/10000998139

Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange

Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998

Persistent link: https://www.econbiz.de/10000682409

The macroeconomy and the yield curve : a nonstructural analysis

Diebold, Francis X. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001899608

Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange

Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - 1999

Persistent link: https://www.econbiz.de/10001426216

Real-time price discovery in stock, bond and foreign exchange markets

Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2005

Persistent link: https://www.econbiz.de/10002815851

The macroeconomy and the yield curve : a nonstructural analysis

Diebold, Francis X. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868248

Modeling and forecasting realized volatility

Anderson, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002020013

The macroeconomy and the yield curve : a nonstructural analysis

Diebold, Francis X.; Rudebusch, Glenn D.; Aruoba, S. Boragan - 2003

Persistent link: https://www.econbiz.de/10001846832

Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach

Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - 2007

-specific factors. In an empirical analysis of term structures of government bond yields for the Germany, Japan, the U.K. and the U …

Persistent link: https://www.econbiz.de/10003831205

The macroeconomy and the yield curve : a nonstructural analysis

Diebold, Francis X.; Rudebusch, Glenn D.; Aruoba, S. … - 2003

We estimate a model with latent factors that summarize the yield curve (namely, level, slope, and curvature) as well as observable macroeconomic variables (real activity, inflation, and the stance of monetary policy). Our goal is to provide a characterization of the dynamic interactions between...

Persistent link: https://www.econbiz.de/10009764768