List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Generalized Nelson-Siegel term structure model: do the second slope and curvature factors improve the in-sample fit and out-of-sample forecasts? Journal of Applied Statistics | 2020-11-04 | Paper |
| Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy? Journal of Applied Statistics | 2020-10-28 | Paper |
| Affine term structure model with macroeconomic factors: do no-arbitrage restriction and macroeconomic factors imply better out-of-sample forecasts? Journal of Forecasting | 2018-10-12 | Paper |
| Term structure forecasting of government bond yields with latent and macroeconomic factors: do macroeconomic factors imply better out-of-sample forecasts? Journal of Forecasting | 2018-10-11 | Paper |
| Term structure forecasting in affine framework with time-varying volatility Statistical Methods and Applications | 2018-02-20 | Paper |
Research outcomes over time
This page was built for person: Wali Ullah
