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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)
Logarithmic preferences, myopic decisions, and incomplete information
Feldman, David, (1992)
European options on bond futures : a closed form solution
Feldman, David, (1993)
The term structure of interest rates : bounded or falling?
Feldman, David, (2003)