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Machine learning treasury yields
Kakushadze, Zura, (2020)
Modeling Euro Area Bond Yields Using a Time-Varying Factor Model
Adam, Tomas, (2017)
Affine Bond Pricing with a Mixture Distribution for Interest Rate Time-Series Dynamics
Rasmussen, Torben Beedholm, (2010)
On the determination of yields in the Japanese secondary bond market : an expectations theory approach
Kuroda, Akio, (1981)
Prudential policy in Japan
Kuroda, Akio, (1998)
Expected inflation rates and the term structure of interest rates : a theoretical model and empirical analysis using yields on Japanese government bonds in the secondary market
Kuroda, Akio, (1983)