Pages that link to "Item:Q299229"
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The following pages link to Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach (Q299229):
Displaying 5 items.
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Term structure of interest rates estimation using rational Chebyshev functions (Q894201) (← links)
- From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)
- Robust term structure estimation in developed and emerging markets (Q1703534) (← links)
- Sovereign bond market shock spillover over different maturities: a journey from normal to Covid-19 period (Q2686281) (← links)
