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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
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Shall we twist?
Altermatt, Sophie; Beyeler, Simon - 2020
Persistent link: https://www.econbiz.de/10012299420
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Shall we twist?
Altermatt, Sophie; Beyeler, Simon - 2018
In recent monetary history, central banks around the world have started to introduce unconventional monetary policy measures, such as extending or restructuring the asset side of their balance sheet. The origin of these monetary policy tools goes back to an intervention by the U.S. Federal...
Persistent link: https://www.econbiz.de/10011961353
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Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates
McMillan, David G. - In: International journal of finance & economics : IJFE 14 (2009) 2, pp. 139-155
Persistent link: https://www.econbiz.de/10003824095
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Marktbasierte Zinsprognosen mit Regime-Switching-Modellen
Ahrens, Ralf - 2000
Markterwartungen, die sich in Zinssätzen und in der Zinsstruktur widerspiegeln, unter Anwendung ökonometrischer Verfahren extrahiert … denen Zinssätze und Zinsstruktur als sogenannte Regime-Switching-Prozesse modelliert werden. -- Im ersten Hauptteil der …
Persistent link: https://www.econbiz.de/10011402042
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Forecasting long term UK interest rates
Gough, O.; Nowman, Kalid Ben; Van Dellen, S. - In: The empirical economics letters : a monthly … 13 (2014) 10, pp. 1035-1043
Persistent link: https://www.econbiz.de/10010527324
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Marktbasierte Zinsprognosen mit Regime-Switching-Modellen
Ahrens, Ralf - 2000
Persistent link: https://www.econbiz.de/10001480762
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Predicting interest rates in real-time
Caruso, Alberto; Coroneo, Laura - 2019
Persistent link: https://www.econbiz.de/10012199275
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Global bond risk premia under falling stars
Zhang, Yugui; Zhu, Jie; Zhu, Xiaoneng - In: Finance research letters 42 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10014580460
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Forecasting the government yield curve in China : a cyclical reverting mean approach
Li, Songzhuo; Zhang, Fang - In: Romanian journal of economic forecasting 26 (2023) 1, pp. 78-90
Persistent link: https://www.econbiz.de/10014279611