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The Fed and the question of financial stability

Grunspan, Thierry - 2005

Persistent link: https://www.econbiz.de/10003384498

Prediction bias correction for dynamic term structure models

Raviv, Eran - 2013

Persistent link: https://www.econbiz.de/10009724677

Forecasting the term structure of government bond yields

Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2003

Persistent link: https://www.econbiz.de/10003349894

Forecasting the term structure of government bond yields

Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2003

Persistent link: https://www.econbiz.de/10003229524

Yield curve prediction for the strategic investor

Bernadell, Carlos (contributor); Coche, Joachim (contributor) - 2005

This paper presents a new framework allowing strategic investors to generate yield curve projections contingent on expectations about future macroeconomic scenarios. By consistently linking the shape and location of yield curves to the state of the economy our method generates predictions for...