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~subject:"Yield curve"
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Search: subject:"Macroeconomic Fundamentals"
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Yield curve
macroeconomic fundamentals
65
Macroeconomic fundamentals
42
Schätzung
27
Estimation
26
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20
Zinsstruktur
19
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18
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interest rates
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state-space model
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term structure
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Rudebusch, Glenn D.
5
Aruoba, S. Boragan
4
Diebold, Francis X.
4
Pragidis, Ioannis
2
Schizas, Panagiotis
2
Ullah, Wali
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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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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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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RePEc
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EconStor
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1
Estimating the contribution of macroeconomic factors to sovereign bond spreads in the Euro area
Burriel, Pablo
;
Delgado-Téllez, Mar
;
Figueroa, Camila
; …
-
2024
Persistent link: https://www.econbiz.de/10014512346
Saved in:
2
The importance of expectations in determining sovereign spreads
Poiatti, Natalia
- In:
Revista Brasileira de Finanças : RBFin
21
(
2023
)
4
,
pp. 63-80
Persistent link: https://www.econbiz.de/10014442596
Saved in:
3
Fundamentals, real-time uncertainty and CDS index spreads
Audzeyeva, Alena
;
Wang, Xu
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014341007
Saved in:
4
Sovereign spreads and economic fundamentals : an econometric analysis
Ceci, Donato
;
Pericoli, Marcello
-
2022
Persistent link: https://www.econbiz.de/10013397846
Saved in:
5
Anatomy of a sovereign debt crisis : machine learning, real-time macro fundamentals, and CDS spreads
Balduzzi, Pierluigi
;
Savona, Roberto
;
Alessi, Lucia
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1728-1758
Persistent link: https://www.econbiz.de/10014444728
Saved in:
6
Determinants of the government bond yield : evidence from a highly euroised small open economy
Žaja, Maja Mihelja
;
Jakovčević, Drago
;
Višić, Lucija
- In:
International journal of economic sciences : IJoES
7
(
2018
)
2
,
pp. 87-106
Persistent link: https://www.econbiz.de/10012033165
Saved in:
7
Analysis of sovereign yield spreads behavior : the French bonds case
Vasilev, Aleksandar
-
2015
France's sovereign debt and German benchmark. This paper tries to estimate the effect of certain
macroeconomic
fundamentals
…
Persistent link: https://www.econbiz.de/10011419084
Saved in:
8
Factors of the term structure of sovereign yield spreads
Wellmann, Dennis
;
Trück, Stefan
- In:
Journal of international money and finance
81
(
2018
),
pp. 56-75
Persistent link: https://www.econbiz.de/10012000021
Saved in:
9
Macroeconomic shocks and evolution of term structure of interest rate : a dynamic latent factor approach
Singh, Sanjay
;
Hatekar, Neeraj R.
- In:
Indian economic review : official journal of Delhi …
53
(
2018
)
1/2
,
pp. 245-262
Persistent link: https://www.econbiz.de/10012225832
Saved in:
10
Affine term structure model with macroeconomic factors : do no-arbitrage restriction and macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 329-346
Persistent link: https://www.econbiz.de/10011580766
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