Pages that link to "Item:Q2338517"
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The following pages link to Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models (Q2338517):
Displayed 3 items.
- The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises (Q2136958) (← 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)