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Forecasting the term structure of government bond yields
Diebold, Francis X.; Li, Canlin - In: Journal of econometrics 130 (2006) 2, pp. 337-364
Persistent link: https://www.econbiz.de/10006748295
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GLOBAL YIELD CURVE DYNAMICS AND INTERACTIONS: A DYNAMIC NELSON-SIEGEL APPROACH
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - 2007
Persistent link: https://www.econbiz.de/10007887637
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FORECASTING THE TERM STRUCTURE OF GOVERNMENT BOND YIELDS
Diebold, Francis X.; Li, Canlin - 2003
Persistent link: https://www.econbiz.de/10006966546
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Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - In: Journal of econometrics 146 (2008) 2, pp. 351-363
Persistent link: https://www.econbiz.de/10008135093
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Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - In: Journal of econometrics 146 (2008) 2, pp. 351-364
Persistent link: https://www.econbiz.de/10008898213
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Discussion of "term structure modeling with supply factors and the Federal Reserve's large-scale asset purchase programs"
Loewenstein, Mark - In: International journal of central banking : IJCB 9 (2013) 1, pp. 41-44
Persistent link: https://www.econbiz.de/10010118085
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Term structure modeling with supply factors and the Federal Reserve's large-scale asset purchase programs
Li, Canlin; Wei, Min - In: International journal of central banking : IJCB 9 (2013) 1, pp. 3-39
Persistent link: https://www.econbiz.de/10010118086
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Horizon problems and extreme events in financial risk management
Christoffersen, Peter F.; Diebold, Francis Xavier; … - In: Economic policy review 4 (1998) 3, pp. 109-118
Persistent link: https://www.econbiz.de/10009921369
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VOLATILITY ESTIMATION: GREAT REALISATIONS - In a world of continuous trading, accurate estimation of realised volatility is vital. In the first of two empirically flavoured papers,...
Andersen, Torben; Bollerslev, Tim; Diebold, Francis; … - In: Risk : managing risk in the world's financial markets 13 (2000) 3, pp. 105-109
Persistent link: https://www.econbiz.de/10007051059
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LIQUIDITY: LIQUIDITY ON THE OUTSIDE - There is a demand for porfolio-independent measures that reflect market behaviour. The authors suggest a possible route towards this goal.
Bangia, Anil; Diebold, Francis; Schuermann, Til; … - In: Risk : managing risk in the world's financial markets 12 (1999) 6, pp. 68-74
Persistent link: https://www.econbiz.de/10007056823