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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)
On extending linear quadratic control theory to non-symmetric risky objectives
Caravani, Paolo, (1986)
On H criteria for macroeconomic policy evaluation
Caravani, Paolo, (1995)
Double invariance : a new equilibrium concept for two-person dynamic games
Caravani, Paolo, (2000)