Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap
Albert K. Tsui, Junxiang Wu, Zhaoyong Zhang, Zhongxi Zheng
| Year of publication: |
2023
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|---|---|
| Authors: | Tsui, Albert K. ; Wu, Junxiang ; Zhang, Zhaoyong ; Zheng, Zhongxi |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 5, p. 1205-1227
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| Subject: | in-sample fitting and out-of-sample forecasting | Japanese bond yields | liquidity trap | Nelson-Siegel model | Zinsstruktur | Yield curve | Japan | Liquiditätspräferenz | Liquidity preference | Prognoseverfahren | Forecasting model | Anleihe | Bond | Öffentliche Anleihe | Public bond | Theorie | Theory | Kapitaleinkommen | Capital income | Geldpolitik | Monetary policy | Rendite | Yield |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2952 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014338847