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Forecasting the yield curve with macroeconomic information : evidence from European markets
Maldonado, Isabel, (2021)
Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang, (2016)
A parametric factor model of the term structure of mortality
Haldrup, Niels, (2018)
Predicting interest rate volatility : a conditional heteroskedastic model of interest rate movements
Kuberek, Robert C., (1992)
Hedging corporate debt with US Treasury bond futures
Kuberek, Robert C., (1983)
Using Style Factors to Differentiate Equity Performance Over Short Horizons
Kuberek, Robert C., (1998)