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Are term premiums predictable in Central European countries? : the forward rates agreements (FRA) application
Makovský, Petr - In: Eastern European economics : EEE 62 (2024) 2, pp. 187-218
Persistent link: https://www.econbiz.de/10014551375
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A model selection approach to assessing the information in the term structure using linear models and artificial neural networks
Swanson, Norman R.; White, Halbert - 1992
Persistent link: https://www.econbiz.de/10000853617
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The information content in forward interest rates : further evidence on heteroskedasticity, long forecast horizon, and simultaneous multiple forward rates
Lee, Shyan Yuan - In: Advances in investment analysis and portfolio … 4 (1997), pp. 43-63
Persistent link: https://www.econbiz.de/10001229805
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A model-selection approach to assessing the information in the term structure using linear models and artificial neural networks
Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 3, pp. 265-275
Persistent link: https://www.econbiz.de/10001182360
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Predicting the short term forward interest rate structure using a parsimonious model
Bhar, Ramaprasad - In: Review of futures markets 12 (1994) 3, pp. 577-590
Persistent link: https://www.econbiz.de/10001186279
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Predicting the short term forward interest rate structure using a parsimonious model
Bhar, Ram; Hunt, B. F. - 1993
Persistent link: https://www.econbiz.de/10000143785
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Forecasting swap spreads : a Bayesian approach
Klein, Daniel; Nikitina, Elena; Curtillet, Jean-Christophe - In: The journal of fixed income 26 (2016) 2, pp. 40-53
Persistent link: https://www.econbiz.de/10011684662
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Can forward rates be used to improve interest rate forecasts?
Domínguez, Emilio; Novales, Alfonso - In: Applied financial economics 12 (2002) 7, pp. 493-504
Persistent link: https://www.econbiz.de/10001676728
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The behavior of interest rates
Fama, Eugene F. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001992788
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Forward-Rates als Prediktor für die Entwicklung der Geldmarktzinsen
Holthusen, Jan - In: Geld- und Wirtschaftspolitik in gesellschaftlicher …, (pp. 255-267). 2004
Persistent link: https://www.econbiz.de/10002412082