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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
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Forecasting the term structure when short-term rates are near zero
Steeley, James M. - In: Journal of forecasting 33 (2014) 5, pp. 350-363
Persistent link: https://www.econbiz.de/10010425630
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Does the yield curve predict output?
Haubrich, Joseph Gerard - In: Annual review of financial economics 13 (2021), pp. 341-362
Persistent link: https://www.econbiz.de/10012612511
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What drives the nominal yield curve in Brazil?
Fernandes, Marcelo; Nunes, Clemens; Reis, Yuri - In: Brazilian review of econometrics : BRE ; the review of … 40 (2020) 2, pp. 267-284
Persistent link: https://www.econbiz.de/10012617013
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The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
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Macroprudential policy, monetary policy and the bank interest rate margin
Davis, E. Philip; Karim, Dilruba; Noel, Dennison - 2020
Persistent link: https://www.econbiz.de/10012669073
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Testing the expectations hypothesis on corporate bond yields
Azar, Samih Antoine - In: Review of applied economics 16 (2020) 1/2, pp. 117-127
Persistent link: https://www.econbiz.de/10012670451
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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
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Zero-coupon interest rates : evaluating three alternative datasets
Díaz Pérez, Antonio; Jareño, Francisco; Navarro … - In: Economic research 32 (2019) 1,4, pp. 3987-4014
Persistent link: https://www.econbiz.de/10012405739
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Cash flows discounted using a model-free SDF extracted under a yield curve prior
Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of risk and financial management : JRFM 14 (2021) 3/100, pp. 1-15
we use any theory on the discount factor other than its implied moment restrictions. …
Persistent link: https://www.econbiz.de/10012484936