Forecasting bond yields with segmented term structure models
Caio Almeida, Kym Ardison, Daniela Kubudi, Axel Simonsen and José Vicente
| Year of publication: |
2018
|
|---|---|
| Authors: | Almeida, Caio ; Ardison, Kym ; Kubudi, Daniela ; Simonsen, Axel ; Vicente, José Valentim Machado |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 16.2018, 1, p. 1-33
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| Subject: | Error Correction Model | exponential splines | local shocks | model selection | preferred habitat theory | Zinsstruktur | Yield curve | Theorie | Theory | Prognoseverfahren | Forecasting model | Kointegration | Cointegration | Schock | Shock | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbx002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011987669