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Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam; Liao, Yin; Tang, Yusui - In: Journal of forecasting 41 (2022) 1, pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
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A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph; Stöcker, Almond; Rügamer, David - In: Journal of forecasting 41 (2022) 1, pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
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Kernel-based multistep-ahead predictions of the US short-term interest rate
Gooijer, Jan G. de; Zerom, Dawit - In: Journal of forecasting 19 (2000) 4, pp. 315-353
Persistent link: https://www.econbiz.de/10001504666
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Risk premia and long rates in Ireland
Cuthbertson, Keith; Bredin, Donal - In: Journal of forecasting 20 (2001) 6, pp. 391-403
Persistent link: https://www.econbiz.de/10001611473
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Asymmetry in the link between the Yield spread and industrial production : threshold effects and forecasting
Payá, Ivan; Venetis, Ioannis A.; Peel, David - In: Journal of forecasting 23 (2004) 5, pp. 373-384
Persistent link: https://www.econbiz.de/10002194877
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Forecasting recessions using the yield curve
Chauvet, Marcelle; Potter, Simon M. - In: Journal of forecasting 24 (2005) 2, pp. 77-103
Persistent link: https://www.econbiz.de/10002674294
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Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Sensoy, Ahmet - In: Journal of forecasting 41 (2022) 8, pp. 1559-1569
Persistent link: https://www.econbiz.de/10013465714
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Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap
Tsui, Albert K.; Wu, Junxiang; Zhang, Zhaoyong; Zheng, … - In: Journal of forecasting 42 (2023) 5, pp. 1205-1227
Persistent link: https://www.econbiz.de/10014338847
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Can Brazilian Central Bank communication help to predict the yield curve?
Alves, Cássio Roberto de Andrade; Abraham, Kuruvilla Joseph - In: Journal of forecasting 42 (2023) 6, pp. 1429-1444
Persistent link: https://www.econbiz.de/10014338912
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Yield spread selection in predicting recession probabilities
Choi, Jaehyuk; Ge, Desheng; Kang, Kyu Ho; Sohn, Sungbin - In: Journal of forecasting 42 (2023) 7, pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757