Reconstructing the yield curve
Yan Liu, Jing Cynthia Wu
| Year of publication: |
2021
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|---|---|
| Authors: | Liu, Yan ; Wu, Jing Cynthia |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 142.2021, 3, p. 1395-1425
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| Subject: | Excess volatility | Non-parametric method | Return forecasting regressions | Term structure of interest rates | Yield curve | Zinsstruktur | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Theorie | Theory | Volatilität | Volatility | Rendite | Yield | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2021.05.059 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012875953