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Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models
Eo, Yunjong, (2018)
Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson-Siegel Model
Exterkate, Peter, (2010)
Forecasting recessions : the puzzle of the enduring power of the Yield curve
Rudebusch, Glenn D., (2007)
Regulating complex derivatives : can the opaque be made transparent?
Dempster, Michael A. H., (2011)
Lifecycle goal achievement or portfolio volatility reduction?
Dempster, Michael A. H., (2016)
Risk-profiling definded benefit pension schemes
Dempster, Michael A. H., (2009)