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subject:"EU countries"
~isPartOf:"International review of financial analysis"
~subject:"Forecasting model"
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Search: subject_exact:"Interest rate linkage"
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EU countries
Forecasting model
Yield curve
64
Zinsstruktur
64
Risikoprämie
17
Risk premium
17
Credit risk
16
Kreditrisiko
16
Theorie
15
Theory
15
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United States
14
Estimation
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Öffentliche Anleihe
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Credit derivative
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Swap
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Großbritannien
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Interest rate derivative
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Time series analysis
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United Kingdom
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Avdoulas, Christos
1
Avino, Davide
1
Bekiros, Stelios
1
Byers, S. L.
1
Choudhry, Taufiq
1
David-Pur, Lior
1
Galil, Koresh
1
Gomes Filho, Romeu Braz Pereira
1
Hassapis, Christis
1
Jiang, Gongyue
1
Leite, André Luis da Silva
1
Matsumura, Marco Shinobu
1
Moreira, Ajax
1
Nguyen Minh
1
Nneji, Ogonna
1
Nowman, K. B.
1
Nowman, Kalid Ben
1
Nowman, Khalid Ben
1
Qiao, Gaoxiu
1
Rosenboim, Mosi
1
Tunaru, Diana
1
Vicente, José Roberto
1
Vicente, José Valentim Machado
1
Yahia, B. B. H.
1
Yang, Jiyu
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International review of financial analysis
Working paper series / European Central Bank
51
Journal of international money and finance
34
ECB Working Paper
30
NBER working paper series
24
Discussion paper / Centre for Economic Policy Research
23
Journal of forecasting
23
International journal of forecasting
22
NBER Working Paper
22
Economics letters
20
Journal of empirical finance
19
Applied economics
17
CESifo working papers
17
Journal of banking & finance
17
Applied economics letters
16
Discussion paper
16
Economic modelling
16
Finance research letters
16
Working paper
16
Applied financial economics
15
International review of economics & finance : IREF
15
Working paper / National Bureau of Economic Research, Inc.
15
Banque de France Working Paper
14
Finance and economics discussion series
14
Journal of econometrics
13
Journal of international financial markets, institutions & money
13
Journal of money, credit and banking : JMCB
13
The North American journal of economics and finance : a journal of financial economics studies
13
Discussion paper / Tinbergen Institute
12
European economic review : EER
12
Journal of economic dynamics & control
12
Journal of financial economics
12
Working paper series / European Central Bank ; Eurosystem
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International journal of finance & economics : IJFE
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Staff reports / Federal Reserve Bank of New York
10
The European journal of finance
10
CREATES research paper
9
SFB 649 discussion paper
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ECONIS (ZBW)
12
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1
VIX term structure forecasting : new evidence based on the realized semi-variances
Qiao, Gaoxiu
;
Jiang, Gongyue
;
Yang, Jiyu
- In:
International review of financial analysis
82
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013431317
Saved in:
2
The dynamics of sovereign yields over swap rates in the Eurozone market
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
- In:
International review of financial analysis
72
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437221
Saved in:
3
Collateral haircuts and bond yields in the European government bond markets
Nguyen Minh
- In:
International review of financial analysis
69
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012317363
Saved in:
4
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates
Bekiros, Stelios
;
Avdoulas, Christos
;
Hassapis, Christis
- In:
International review of financial analysis
55
(
2018
),
pp. 140-155
Persistent link: https://www.econbiz.de/10012006178
Saved in:
5
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Saved in:
6
Time-varying risk premium yield spread effect in term structure and global financial crisis : evidence from Europe
Choudhry, Taufiq
- In:
International review of financial analysis
48
(
2016
),
pp. 303-311
Persistent link: https://www.econbiz.de/10011624526
Saved in:
7
Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models
Avino, Davide
;
Nneji, Ogonna
- In:
International review of financial analysis
34
(
2014
),
pp. 262-274
Persistent link: https://www.econbiz.de/10010529033
Saved in:
8
Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu
;
Moreira, Ajax
;
Vicente, José …
- In:
International review of financial analysis
20
(
2011
)
5
,
pp. 237-243
Persistent link: https://www.econbiz.de/10009492131
Saved in:
9
Forecasting the yield curve : a statistical model with market survey data
Leite, André Luis da Silva
;
Gomes Filho, Romeu Braz Pereira
- In:
International review of financial analysis
19
(
2010
)
2
,
pp. 108-112
Persistent link: https://www.econbiz.de/10008669495
Saved in:
10
Modelling the UK and Euro yield curves using the generalized Vasicek model : empirical results fron panel data for one and two factor models
Nowman, Khalid Ben
- In:
International review of financial analysis
19
(
2010
)
5
,
pp. 334-341
Persistent link: https://www.econbiz.de/10009272649
Saved in:
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