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Interest rate forecasts, state price densities and risk premium from Euribor options

Ivanova, Vesela; Puigvert Gutiérrez, Josep Maria - In: Journal of banking & finance 48 (2014), pp. 210-223

Persistent link: https://www.econbiz.de/10010508142

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

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

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

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

Using Interest Rate Models to Improve Mortality Forecast

Apicella, Giovanna - 2017

Future evolution of mortality poses important challenges for life insurance, pension funds, public policy and fiscal planning. Indeed, when fair values, premium rates and risk reserves are computed, sound and accurate models to forecast stochastic longevity are needed. In this paper, we propose...

Persistent link: https://www.econbiz.de/10012943511