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Search: subject:"Dynamic Nelson–Siegel model"
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Yield curve
21
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21
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14
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14
Dynamic Nelson-Siegel model
12
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dynamic Nelson-Siegel model
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Dynamic Nelson–Siegel model
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Kang, Kyu Ho
4
Prasanna, Krishna
3
Sowmya, Subramaniam
3
Subramaniam, Sowmya
3
Barunik, Jozef
2
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2
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1
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1
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1
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1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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ECONIS (ZBW)
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21
Investigating United Kingdom's monetary policy with Macro-Factor Augmented Dynamic Nelson-Siegel models
Levant, Jared
;
Ma, Jun
- In:
Journal of empirical finance
37
(
2016
),
pp. 117-127
Persistent link: https://www.econbiz.de/10011662967
Saved in:
22
Generation of scenarios for the interest rates under the arbitrage-free
dynamic
Nelson-Siegel
model
Dang-Nguyen, Stéphane
;
Rakotondratsimba, Yves
- In:
International journal of financial engineering and risk …
2
(
2016
)
3
,
pp. 220-255
Persistent link: https://www.econbiz.de/10011778857
Saved in:
23
Linkages in the term structure of interest rates across sovereign bond markets
Sowmya, Subramaniam
;
Prasanna, Krishna
;
Bhaduri, Saumitra
- In:
Emerging markets review
27
(
2016
),
pp. 118-139
Persistent link: https://www.econbiz.de/10011670958
Saved in:
24
The role of credit spreads and structural breaks in forecasting the term structure of Korean government bond yields
Lee, Chang Hoon
;
Kang, Kyu Ho
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
3
,
pp. 353-386
Persistent link: https://www.econbiz.de/10011458991
Saved in:
25
Estimation of state-space models with endogenous Markov regime-switching parameters
Kang, Kyu Ho
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 56-82
Persistent link: https://www.econbiz.de/10010498759
Saved in:
26
Forecasting the term structure of Korean government bond yields using the Dynamic Nelson-Siegel class models
Kang, Kyu Ho
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
6
,
pp. 765-787
Persistent link: https://www.econbiz.de/10009705195
Saved in:
27
Assessing sovereign debt strategies under alternative term structure models
Choi, Geon-ho
;
Kim, Myung-jig
;
Lee, Hangyong
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10009231504
Saved in:
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