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Yield spread selection in predicting recession probabilities
Choi, Jaehyuk, (2023)
Term structure modeling and forecasting of government bond yields : does a good in -sample fit imply reasonable out-of-sample forecasts?
Ullah, Wali, (2013)
Liquidity and yield curve estimation
Tsai, Shih-chuan, (2012)
The informational role of mergers in the context of a complete securities market
Kihlstrom, Richard E., (1986)
Risk aversion and the elasticity of substitution in general dynamic portfolio theory : consistent planning by forward looking, expected utility maximizing investors
Kihlstrom, Richard E., (2009)
Optimal contracts for security analysts and portfolio managers
Kihlstrom, Richard E., (1988)