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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)
Interest rate risk modeling : the fixed income valuation course
Nawalkha, Sanjay K., (2005)
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A., (2008)
Dynamic term structure modeling : the fixed income valuation course
Nawalkha, Sanjay K., (2007)