Forecasting and trading monetary policy effects on the riskless Yield curve with regime switching Nelson‐Siegel models

Massimo Guidolin and Manuela Pedio

Year of publication:	[2019] ; This version: January, 2019
Authors:	Guidolin, Massimo ; Pedio, Manuela
Publisher:	Milano, Italy : IGIER, Università Bocconi
Subject:	Geldpolitik \| Monetary policy \| Zinsstruktur \| Yield curve \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis \| USA \| United States \| 1982-2015

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