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Capital income
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46
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43
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Finance research letters
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Journal of empirical finance
130
Journal of banking & finance
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Journal of financial economics
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International review of financial analysis
119
International review of economics & finance : IREF
102
International journal of forecasting
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NBER working paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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The European journal of finance
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Energy economics
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Applied economics letters
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Research in international business and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of international financial markets, institutions & money
46
Finance and economics discussion series
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of financial markets
41
Applied financial economics
40
The journal of finance : the journal of the American Finance Association
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Working paper
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The review of financial studies
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Quantitative finance
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Discussion paper / Tinbergen Institute
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Journal of financial and quantitative analysis : JFQA
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Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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CREATES research paper
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Review of quantitative finance and accounting
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Journal of international money and finance
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ECONIS (ZBW)
7,377
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1
Modeling and forecasting the co-movement of international yield curve drivers
Sprincenatu, Maria
-
2019
Persistent link: https://www.econbiz.de/10012172917
Saved in:
2
Machine learning treasury yields
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
7
(
2020
)
1
,
pp. 1-65
Persistent link: https://www.econbiz.de/10012807008
Saved in:
3
Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu
;
Moreira, Ajax
;
Vicente, José …
- In:
International review of financial analysis
20
(
2011
)
5
,
pp. 237-243
Persistent link: https://www.econbiz.de/10009492131
Saved in:
4
Forecasting the term structure of Korean government bond yields using the Dynamic Nelson-Siegel class models
Kang, Kyu Ho
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
6
,
pp. 765-787
Persistent link: https://www.econbiz.de/10009705195
Saved in:
5
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
6
Forecasting yield spreads under crisis-induced multiple breakpoints
Grazzini, Caterina Forti
;
Guidolin, Massimo
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1656-1664
Persistent link: https://www.econbiz.de/10010222827
Saved in:
7
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
8
Long memory forecasting of yield spreads using a fractionally integrated ARMA model and its application in Islamic capital market
Bousalam, Issam
;
Hamzaoui, Moustapha
- In:
International journal of bonds and derivatives
3
(
2017
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10011807765
Saved in:
9
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
10
A dynamic Nelson-Siegel yield curve model with Markov switching
Levant, Jared
;
Ma, Jun
- In:
Economic modelling
67
(
2017
),
pp. 73-87
Persistent link: https://www.econbiz.de/10011813779
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