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A Note on Forecasting Treasury...
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ECONIS (ZBW)
47,331
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1
The U.S. Treasury term structure and the distribution of real GDP growth
Durham, J. Benson
- In:
Journal of investment management : JOIM
19
(
2021
)
4
,
pp. 58-78
Persistent link: https://www.econbiz.de/10013164705
Saved in:
2
Forecasting the term structure of Chinese Treasury yields
Luo, Xingguo
;
Han, Haifeng
;
Zhang, Jin E.
- In:
Pacific-Basin finance journal
20
(
2012
)
5
,
pp. 639-659
Persistent link: https://www.econbiz.de/10009619800
Saved in:
3
The return of financial variables in forecasting GDP growth in the G-7
Kuosmanen, Petri
;
Vataja, Juuso
- In:
Economic change and restructuring : empirical and …
50
(
2017
)
3
,
pp. 259-277
Persistent link: https://www.econbiz.de/10011778412
Saved in:
4
Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 389-406
Persistent link: https://www.econbiz.de/10011705949
Saved in:
5
Prediction bias correction for dynamic term structure models
Raviv, Eran
- In:
Economics letters
129
(
2015
),
pp. 112-115
Persistent link: https://www.econbiz.de/10011422051
Saved in:
6
Why are excess returns on China’s Treasury bonds so predictable? : the role of the monetary system
Fan, Longzhen
;
Tian, Shu
;
Zhang, Chu
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 239-248
Persistent link: https://www.econbiz.de/10009411133
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7
Term premia and interest rate forecasts in affine models
Duffee, Greg
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 405-443
Persistent link: https://www.econbiz.de/10001650385
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8
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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9
A model of bond value : explaining yields with growth and inflation
Shevlin, Thomas
- In:
Journal of investment management : JOIM
17
(
2019
)
2
,
pp. 17-39
Persistent link: https://www.econbiz.de/10012254275
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10
Market timing under limited information : an empirical investigation in US Treasury market
Tong, Guoshi
- In:
Annals of economics and finance
18
(
2017
)
2
,
pp. 291-322
Persistent link: https://www.econbiz.de/10012109990
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