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Displaying results 1 to 16 of 16.
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A constrained dynamic nelson-siegel model for monetary policy analysis
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Disagreement about the term structure of inflation expectations
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Introducing global term structure in a risk parity framework
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Consumption in asset returns
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Theoretical asset pricing under behavioral decision making
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The excess sensitivity of long-term interest rates and central bank credibility
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Essays in empirical finance
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Consumption in asset returns
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Noncausal affine processes with applications to derivative pricing
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Modeling and forecasting the co-movement of international yield curve drivers
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Forecasting the yield curve: the role of additional and timevarying decay parameters, conditional heteroscedasticity, and macro-economic factors
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Machine learning and the yield curve
tree-based macroeconomic regime switching -
Estimación de la estructura temporal de las tasas de interés
el caso Venezolano -
Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach
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The term structure of equity and variance risk premia
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If deficits are not the culprit, what determines Indian interest rates?
an evaluation using the maximum entropy bootstrap method