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Can credit spreads help predict a yield curve?
Abdymomunov, Azamat; Kang, Kyu Ho; Kim, Ki Jeong - In: Journal of international money and finance 64 (2016), pp. 39-61
Persistent link: https://www.econbiz.de/10011668377
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The predictive density simulation of the yield curve with a zero lower bound
Kang, Kyu Ho - In: Journal of empirical finance 33 (2015), pp. 51-66
Persistent link: https://www.econbiz.de/10011556848
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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
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Bayesian inference of multivariate regression models with endogenous Markov regime-switching parameters
Kim, Young Min; Kang, Kyu Ho - In: Journal of financial econometrics 20 (2022) 3, pp. 391-436
Persistent link: https://www.econbiz.de/10013349134
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Has international CPI inflation comovement strengthened since the global financial crisis?
Sin, In-sŏk; Kang, Kyu Ho - In: Macroeconomic dynamics 27 (2023) 1, pp. 111-140
Persistent link: https://www.econbiz.de/10014247352