Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery
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Publication:2288926
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Cited in
(6)- Forecasting high-frequency stock returns: a comparison of alternative methods
- Modelling and forecasting government bond spreads in the euro area: a GVAR model
- How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns
- How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns
- Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators
- Principal component regression in GAMLSS applied to Greek–German government bond yield spreads
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