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Yield spread selection in predicting recession probabilities
Choi, Jaehyuk, (2023)
Term structure modeling and forecasting of government bond yields : does a good in -sample fit imply reasonable out-of-sample forecasts?
Ullah, Wali, (2013)
Liquidity and yield curve estimation
Tsai, Shih-chuan, (2012)
A comparison of models for pricing interest rate derivative securities
Strickland, Chris, (1996)
Monte Carlo valuation of interest rate derivatives under stochastic volatility
Clewlow, Les, (1997)
Money market term structure dynamics and volatility expectations
Carverhill, Andrew, (1992)