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Modeling and forecasting serially dependent yield curves
Li, Hao, (2025)
The U.S. Treasury term premia in a low interest rate regime
Isakin, Maksim, (2025)
Not all REITs are alike : modelling the dynamic connectedness of sectoral REITs and the US yield curve
Umar, Zaghum, (2025)
Why Gaussian Macro-Finance Term Structure Models are (Nearly) Unconstrained Factor-VARs
Joslin, Scott, (2011)
Discrete-time affine Q term structure models with generalized market prices of risk
Le, Anh, (2010)
Gaussian macro-finance term structure models with lags
Joslin, Scott, (2013)