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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10011441011
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A new framework for yield curve, output and inflation relationships
Krippner, Leo (contributor) - 2005
Persistent link: https://www.econbiz.de/10003224663
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An intertemporally-consistent and arbitrage-free version of the Nelson and Siegel class of yield curve models
Krippner, Leo (contributor) - 2005
Persistent link: https://www.econbiz.de/10003129240
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Data transormations and de-trending in econometrics
Pollock, D. S. G. - 1996
Persistent link: https://www.econbiz.de/10000608570
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Aggregate consumption expenditure and the role of the income distribution
Schmalenbach, Anke - 2006
Persistent link: https://www.econbiz.de/10003392062
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Accurate statistical analysis in dynamic panel data models
Bun, Maurice J. G. - 2001
Persistent link: https://www.econbiz.de/10001690144
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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152