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Do local and global factors impact the emerging markets's sovereign yield curves? : evidence from a data-rich environment

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A trend analysis of Eurobond yields in Africa

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Machine learning treasury yields

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Term structure persistence

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Bond return predictability : economic value and links to the macroeconomy

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The Czech government yield curve decomposition at the lower bound

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The term structure of government bond yields in an emerging market

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A cross-sectional application of the Nelson-Siegel-Svensson model to several negative yield cases

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The appearance of negative bond yields presents significant challenges for the fixed income markets, which mainly concern related forecasting models. The Nelson-Siegel-Svensson model (NSS) is one of the models that is most frequently used by central banks to estimate the term structure of...

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Consistent recalibration of yield curve models

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