Pages that link to "Item:Q94953"

The following pages link to Forecasting the term structure of government bond yields (Q94953):

Displaying 50 items.

• Dynamic regression models for time-ordered functional data (Q2057327) (← links)
• The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration (Q2066792) (← links)
• Arbitrage-free Nelson-Siegel model for multiple yield curves (Q2120601) (← links)
• Inference in Bayesian additive vector autoregressive tree models (Q2135338) (← links)
• The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises (Q2136958) (← links)
• Risky forward interest rates and swaptions: quantum finance model and empirical results (Q2148174) (← links)
• Affine arbitrage-free yield net models with application to the euro debt crisis (Q2155317) (← links)
• Government spending and heterogeneous consumption dynamics (Q2191456) (← links)
• Yield curves from different bond data sets (Q2211008) (← links)
• Empirical analysis and forecasting of multiple yield curves (Q2212160) (← links)
• A differential evolution algorithm for yield curve estimation (Q2228852) (← links)
• Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk (Q2242405) (← links)
• Effects of US quantitative easing on emerging market economies (Q2246683) (← links)
• Forecasting long-term interest rates with a general-equilibrium model of the Euro area: what role for liquidity services of bonds? (Q2254286) (← links)
• Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns (Q2280583) (← links)
• Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery (Q2288926) (← links)
• The effects of conventional and unconventional monetary policy on forecasting the yield curve (Q2291799) (← links)
• A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US (Q2338512) (← links)
• Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models (Q2338517) (← links)
• Regression-based analysis of cointegration systems (Q2346014) (← links)
• Optimal annuity portfolio under inflation risk (Q2355721) (← links)
• Financial planning for Young households (Q2393342) (← links)
• A modified arbitrage-free Nelson-Siegel model: an alternative affine term structure model of interest rates (Q2398584) (← links)
• Artificial intelligence combined with nonlinear optimization techniques and their application for yield curve optimization (Q2411157) (← links)
• A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies (Q2513448) (← links)
• Optimal bond portfolios with fixed time to maturity (Q2513599) (← links)
• What model for the target rate (Q2699598) (← links)
• Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis (Q2807792) (← links)
• Forecasting of Yield Curves Using Local State Space Reconstruction (Q2908430) (← links)
• Forecasting the 10-year US Treasury rate (Q3065552) (← links)
• A FINITE-DIMENSIONAL HJM MODEL: HOW IMPORTANT IS ARBITRAGE-FREE EVOLUTION? (Q3067162) (← links)
• Analysis of Multifactor Affine Yield Curve Models (Q3069869) (← links)
• Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization (Q3176523) (← links)
• A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA (Q3465607) (← links)
• USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS (Q3632390) (← links)
• ARBITRAGE SMOOTHING IN FITTING A SEQUENCE OF YIELD CURVES (Q3643587) (← links)
• An arbitrage‐free generalized Nelson–Siegel term structure model (Q3653355) (← links)
• Multi-curve HJM modelling for risk management (Q4554439) (← links)
• Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios (Q4555154) (← links)
• PREDICTING RETURNS IN US TREASURIES: DO TENTS MATTER? (Q4555857) (← links)
• The real risk in pension forecasting (Q4585946) (← links)
• Modeling and Forecasting the Yield Curve by an Extended Nelson‐Siegel Class of Models: A Quantile Autoregression Approach (Q4687315) (← links)
• Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656) (← links)
• Yield curve forecast combinations based on bond portfolio performance (Q4687661) (← links)
• Volatility information difference between CDS, options, and the cross section of options returns (Q4957262) (← links)
• Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity (Q4979108) (← links)
• (Q4984760) (← links)
• Scenario analysis for derivative portfolios via dynamic factor models (Q4991043) (← links)
• Optimal retirement planning with a focus on single and joint life annuities (Q5001129) (← links)
• Nonparametric estimation of functional dynamic factor model (Q5051331) (← links)