Pages that link to "Item:Q4687590"
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The following pages link to Affine Term Structure Model with Macroeconomic Factors: Do No‐Arbitrage Restriction and Macroeconomic Factors Imply Better Out‐of‐Sample Forecasts? (Q4687590):
Displaying 6 items.
- A joint econometric model of macroeconomic and term-structure dynamics (Q292033) (← links)
- Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (Q295690) (← links)
- No-arbitrage macroeconomic determinants of the yield curve (Q736697) (← links)
- Term structure forecasting in affine framework with time-varying volatility (Q1697871) (← links)
- A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US (Q2338512) (← links)
- Testable implications of affine term structure models (Q2511782) (← links)