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Schefer, Ricardo - 2020

Expectations of risky bond payments are unobservable and recovery rates for sovereigns are hard to estimate because …

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Hager, Diego M.; Nitschka, Thomas - 2022

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Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540

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Abbritti, Mirko; Gil-Alaña, Luis A.; Lovcha, Yuliya; … - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 331-352

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Bauer, Michael D.; Rudebusch, Glenn D. - 2017

*t substantially increases the accuracy of long-range interest rate forecasts, helps predict excess bond returns, improves estimates of …

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Hunt, Benjamin F. - 1995

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Ilmanen, Antti - In: The journal of fixed income 7 (1997) 1, pp. 22-37

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Crabbe, Leland E.; Turner, Christopher M. - 1993

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Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82

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