Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap
Year of publication: |
2023
|
---|---|
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
|
Subject: | in-sample fitting and out-of-sample forecasting | Japanese bond yields | liquidity trap | Nelson-Siegel model | Zinsstruktur | Yield curve | Japan | Prognoseverfahren | Forecasting model | Liquiditätspräferenz | Liquidity preference | Geldpolitik | Monetary policy | Anleihe | Bond | Theorie | Theory | Öffentliche Anleihe | Public bond |
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