Narrow search
Showing 1 - 10 of 15
Cover Image
Forecasting the term structure of government bond yields
Diebold, Francis X.; Li, Canlin - In: Journal of econometrics 130 (2006) 2, pp. 337-364
Persistent link: https://www.econbiz.de/10006748295
Cover Image
Discussion of "term structure modeling with supply factors and the Federal Reserve's large-scale asset purchase programs"
Loewenstein, Mark - In: International journal of central banking : IJCB 9 (2013) 1, pp. 41-44
Persistent link: https://www.econbiz.de/10010118085
Cover Image
Term structure modeling with supply factors and the Federal Reserve's large-scale asset purchase programs
Li, Canlin; Wei, Min - In: International journal of central banking : IJCB 9 (2013) 1, pp. 3-39
Persistent link: https://www.econbiz.de/10010118086
Cover Image
GLOBAL YIELD CURVE DYNAMICS AND INTERACTIONS: A DYNAMIC NELSON-SIEGEL APPROACH
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - 2007
Persistent link: https://www.econbiz.de/10007887637
Cover Image
FORECASTING THE TERM STRUCTURE OF GOVERNMENT BOND YIELDS
Diebold, Francis X.; Li, Canlin - 2003
Persistent link: https://www.econbiz.de/10006966546
Cover Image
Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - In: Journal of econometrics 146 (2008) 2, pp. 351-364
Persistent link: https://www.econbiz.de/10008898213
Cover Image
Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - In: Journal of econometrics 146 (2008) 2, pp. 351-363
Persistent link: https://www.econbiz.de/10008135093
Cover Image
Applications and Case Studies - Weather Forecasting for Weather Derivatives
Campbell, Sean D.; Diebold, Francis X. - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 6-16
Persistent link: https://www.econbiz.de/10006607882
Cover Image
Macroeconomic Volatility, Predictability, and Uncertainty in the Great Moderation: Evidence From the Survey of Professional Forecasters
Campbell, Sean D. - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 191-200
Persistent link: https://www.econbiz.de/10008221859
Cover Image
Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence
Campbell, Sean D.; Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 266-278
Persistent link: https://www.econbiz.de/10008248857