Pages that link to "Item:Q737988"
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The following pages link to How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? (Q737988):
Displaying 5 items.
- 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)
- Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models (Q2338517) (← links)
- A modified arbitrage-free Nelson-Siegel model: an alternative affine term structure model of interest rates (Q2398584) (← links)
- Theory-coherent forecasting (Q2451809) (← links)
