Forecasts of US short-term interest rates : a flexible forecast combination approach
Year of publication: |
2007
|
---|---|
Authors: | Guidolin, Massimo ; Timmermann, Allan |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Zins | Interest rate | Prognoseverfahren | Forecasting model | Zinsderivat | Interest rate derivative | USA | United States |
-
Normal backwardation in short-term interest rate futures markets
Krehbiel, Timothy L., (1996)
-
Forward-Rates als Prediktor für die Entwicklung der Geldmarktzinsen
Holthusen, Jan, (2004)
-
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo, (2005)
- More ...
-
Asset Allocation under Multivariate Regime Switching
Guidolin, Massimo, (2006)
-
Term structure of risk under alternative econometric specifications
Guidolin, Massimo, (2006)
-
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Timmermann, Allan, (2006)
- More ...