Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out‐of‐Sample Forecasts?
Year of publication: |
2013
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Authors: | Ullah, Wali ; Tsukuda, Yoshihiko ; Matsuda, Yasumasa |
Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 8, p. 702-723
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Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
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