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Return-predicting factors for us treasuries : on the similarity of “tents” and “bats”
Rebonato, Riccardo - In: International journal of theoretical and applied finance 18 (2015) 4, pp. 1-14
Persistent link: https://www.econbiz.de/10011403787
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Forecasting the term structure of government bond yields
Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2003
Persistent link: https://www.econbiz.de/10003349894
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A model of the convenience yields in on-the-run treasuries
Cherian, Joseph A.; Jacquier, Eric; Jarrow, Robert A. - In: Review of derivatives research 7 (2004) 2, pp. 79-97
Persistent link: https://www.econbiz.de/10003153974
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Introduction to m-m processes
Granger, C. W. J.; Hyung, Namwon - In: Journal of econometrics 130 (2006) 1, pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
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Forecasting the term structure of government bond yields
Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2003
Persistent link: https://www.econbiz.de/10003229524
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Nominal bonds and interest rates
Shi, Shouyong - In: International economic review 46 (2005) 2, pp. 579-612
Persistent link: https://www.econbiz.de/10002958470
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The impact of demand in the treasury model
Hesselman, Linda; Davies, Glenn - 1983
Persistent link: https://www.econbiz.de/10002765039
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Optimal strategies for the issuance of public debt securities
Adamo, Massimiliano; Amadori, Anna Lisa; Bernaschi, Massimo - In: International journal of theoretical and applied finance 7 (2004) 7, pp. 805-822
Persistent link: https://www.econbiz.de/10002420493
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Autoregressive conditional tail behavior and results on government bond yield spreads
Wagner, Niklas F. - In: International review of financial analysis 14 (2005) 2, pp. 247-261
Persistent link: https://www.econbiz.de/10002738302
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Explanations of an empirical puzzle : what can be learnt from a test of the rational expectations hypothesis?
Anderson, Heather M. - In: The journal of economic methodology 6 (1999) 1, pp. 31-59
Persistent link: https://www.econbiz.de/10001427382