Narrow search
Showing 1 - 10 of 5,745
Cover Image
An analysis of sectoral equity and CDS spreads
Narayan, Paresh Kumar - In: Journal of international financial markets, … 34 (2015), pp. 80-93
Persistent link: https://www.econbiz.de/10011474484
Cover Image
International yield spillovers
Kim, Don H.; Ochoa, Marcelo - 2020
Persistent link: https://www.econbiz.de/10012437922
Cover Image
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
Cover Image
Liquidity and yield curve estimation
Tsai, Shih-chuan - In: Emerging markets finance & trade : a journal of the … 48 (2012) 5, pp. 4-24
Persistent link: https://www.econbiz.de/10009761583
Cover Image
Term structure modeling and forecasting of government bond yields : does a good in -sample fit imply reasonable out-of-sample forecasts?
Ullah, Wali; Matsuda, Yasumasa; Tsukuda, Yoshihiko - In: Economic papers : a journal of applied economics and policy 32 (2013) 4, pp. 535-560
Persistent link: https://www.econbiz.de/10010259467
Cover Image
Does the level of the yield curve predict inflation?
Kaya, Hüseyin - In: Applied economics letters 21 (2014) 7/9, pp. 477-480
Persistent link: https://www.econbiz.de/10010414286
Cover Image
Do local and global factors impact the emerging markets's sovereign yield curves? : evidence from a data-rich environment
Çepni, Oğuzhan; Güney, Ethem; Küçüksaraç, Doruk; … - 2020
Persistent link: https://www.econbiz.de/10012939732
Cover Image
A trend analysis of Eurobond yields in Africa
Mutize, Misheck - In: International journal of monetary economics and finance … 15 (2022) 1, pp. 19-34
Persistent link: https://www.econbiz.de/10013256799
Cover Image
The impact of sovereign yield curve differentials on value-at-risk forecasts for foreign exchange rates
Fink, Holger Maria; Fuest, Andreas; Port, Henry - In: Risks : open access journal 6 (2018) 3, pp. 1-19
implements the yield curve differentials between EUR and the US as exogenous factors. Functional principal component analysis … allows us to use the information of basically the whole yield curve in a parsimonious way for exchange rate risk prediction …. The data analyzed in our empirical study consist of the EURUSD exchange rate and the EUR- and US-yield curves from 15 …
Persistent link: https://www.econbiz.de/10011890808
Cover Image
Yield prediction
Alder, D. - 1980
Persistent link: https://www.econbiz.de/10000662736