Forecasting the term structure of government bond yields in unstable environments
Joseph P. Byrne, Shuo Cao, Dimitris Korobilis
| Year of publication: |
December 2017
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|---|---|
| Authors: | Byrne, Joseph P. ; Cao, Shuo ; Korobilis, Dimitris |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 44.2017, p. 209-225
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| Subject: | Term structure of interest rates | Nelson-Siegel | Dynamic model averaging | Bayesian methods | Term premia | Zinsstruktur | Yield curve | Theorie | Theory | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond | Staatspapier | Government securities | Bayes-Statistik | Bayesian inference | Risikoprämie | Risk premium | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011818024