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Measuring variability and stationarity of term premia for interest rate forecasting
DeGennaro, Ramon P., (1995)
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo, (2018)
Market timing under limited information : an empirical investigation in US Treasury market
Tong, Guoshi, (2017)
Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns
Chiang, Thomas C., (2022)
Empirical analysis on the predictors of future spot rates
Chiang, Thomas C., (1986)
Time series dynamics of short-term interest rates : evidence from Eurocurrency markets
Chiang, Thomas C., (1997)