Search Results - subject:"Interest rates term structure"

Narrow search

Modeling the interest rates term structure using Machine Learning : a Gaussian process regression approach

Delucchi, Alessio; Giribone, Pier Giuseppe - In: Risk management magazine 18 (2023) 3, pp. 16-35

The correct modeling of the interest rates term structure should definitely be considered an aspect of primary …

Persistent link: https://www.econbiz.de/10014491969

Model-free nonparametric bounds for zero-coupon interest rates in bond markets without the no arbitrage principle

Lapshin, Victor - In: Applied economics 54 (2022) 2, pp. 135-144

Persistent link: https://www.econbiz.de/10012873873

Unconventional monetary policy ante litteram : Richard Kahn and the monetary policy debate during the works of the Radcliffe Committee

Cristiano, Carlo; Paesani, Paolo - In: Cambridge journal of economics 42 (2018) 4, pp. 1145-1163

Persistent link: https://www.econbiz.de/10012051760

An examination of the predictive power of financial market indicators in Trinidad and Tobago

Dhanessar, Alon - 2017

Persistent link: https://www.econbiz.de/10011686289

Control of price acceptability under the univariate Vasicek model

Dang-Nguyen, S.; Rakotondratsimba, Y. - In: International journal of financial engineering 3 (2016) 3, pp. 1-40

Persistent link: https://www.econbiz.de/10011587732

Interest rates factor model

Lee, Sangwook; Kim, Min Jae; Kim, Soo Yong - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 13, pp. 2531-2548

Interdependence of the interest rates of the US, the UK, and Japan is analyzed in this work by means of spectral analysis and network methods. A predominant effective factor in the interest rate market is which country floats a bond issue, and a minor effective factor is time to maturity of...

Persistent link: https://www.econbiz.de/10010874326