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~isPartOf:"Financial Management Association survey and synthesis series"
~isPartOf:"International review of financial analysis"
~subject:"Forecasting model"
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Search: subject_exact:"Zinsdifferenz"
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Forecasting model
Yield curve
67
Zinsstruktur
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Risikoprämie
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Avdoulas, Christos
1
Avino, Davide
1
Bekiros, Stelios
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Byers, S. L.
1
Gomes Filho, Romeu Braz Pereira
1
Hassapis, Christis
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Financial Management Association survey and synthesis series
International review of financial analysis
Journal of forecasting
23
International journal of forecasting
21
Journal of empirical finance
15
Economics letters
14
Finance and economics discussion series
14
NBER working paper series
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Journal of international money and finance
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Federal Reserve Bank of Cleveland working paper series
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Finance research letters
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The journal of futures markets
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Economic modelling
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Journal of applied econometrics
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Journal of financial economics
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The North American journal of economics and finance : a journal of financial economics studies
7
The review of financial studies
7
Working paper / National Bureau of Economic Research, Inc.
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The journal of fixed income
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The review of economics and statistics
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Tinbergen Institute research series
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Forecasting UK and US interest rates using continuous time term structure models
Byers, S. L.
;
Nowman, K. B.
- In:
International review of financial analysis
7
(
1998
)
3
,
pp. 191-206
Persistent link: https://www.econbiz.de/10001356589
Saved in:
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