What model for the target rate

DOI10.1515/SNDE-2019-0005MaRDI QIDQ2699598zbMATH OpenOpenAlexFDO

Authors Bruno Feunou, Jean-Sébastien Fontaine, Jianjian Jin

Publication date 19 April 2023

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/snde-2019-0005

zbMATH Keywords

financial marketsinterest rates

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• A new marked point process model for the federal funds rate target: methodology and forecast evaluation
• Forecasting the term structure of government bond yields
• Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach
• Term structure models and the zero bound: an empirical investigation of Japanese yields
• Transform Analysis and Asset Pricing for Affine Jump-diffusions

Cited in

(1)

• scientific article; zbMATH DE number 852306 (Why is no real title available?)

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