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~person:"Audrino, Francesco"
~person:"Diebold, Francis X."
~subject:"Schätzung"
~type_genre:"Article in journal"
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Search: subject:"Yield curve"
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13
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Audrino, Francesco
Diebold, Francis X.
Afonso, António
7
Thornton, Daniel L.
7
Tzavalis, Elias
7
Berardi, Andrea
6
Gil-Alaña, Luis A.
6
Joslin, Scott
6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
Zhou, Hao
5
Argyropoulos, Efthymios
4
Bekaert, Geert
4
Bernoth, Kerstin
4
Caporale, Guglielmo Maria
4
Chen, Ren-Raw
4
Guidolin, Massimo
4
Jareño, Francisco
4
Kaminska, Iryna
4
Le, Anh
4
Li, Haitao
4
Li, Junye
4
Li, Xiao-Lin
4
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4
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4
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4
Sarno, Lucio
4
Sola, Martin
4
Ullah, Wali
4
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4
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4
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
2
Monetary policy regimes : implications for the
yield
curve
and bond pricing
Filipova, Kameliya
;
Audrino, Francesco
;
De Giorgi, Enrico
- In:
Journal of financial economics
113
(
2014
)
3
,
pp. 427-454
Persistent link: https://www.econbiz.de/10010495817
Saved in:
3
What drives short rate dynamics? : a functional gradient descent approach
Audrino, Francesco
- In:
Computational economics
39
(
2012
)
3
,
pp. 315-335
Persistent link: https://www.econbiz.de/10009513144
Saved in:
4
Accurate short-term
yield
curve
forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
5
The macroeconomy and the
yield
curve
: a dynamic latent factor approach
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Aruoba, S. …
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 309-338
Persistent link: https://www.econbiz.de/10003298588
Saved in:
6
Tree-structured multiple regimes in interest rates
Audrino, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
3
,
pp. 338-353
Persistent link: https://www.econbiz.de/10003349357
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