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A non-knotty inflation risk premium model
Vicente, José Valentim Machado - In: Applied economics 55 (2023) 28, pp. 3271-3278
Persistent link: https://www.econbiz.de/10014299150
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Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu; Moreira, Ajax; Vicente, José … - 2010
Persistent link: https://www.econbiz.de/10008749659
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Forecasting the yield curve : a statistical model with market survey data
Leite, André Luis da Silva; Gomes Filho, Romeu Braz Pereira - In: International review of financial analysis 19 (2010) 2, pp. 108-112
Persistent link: https://www.econbiz.de/10008669495
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Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2016
Persistent link: https://www.econbiz.de/10011518800
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Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, … - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
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Forecasting bond yields with segmented term structure models
Almeida, Caio; Ardison, Kym; Kubudi, Daniela; Simonsen, Axel - In: Journal of financial econometrics : official journal of … 16 (2018) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10011987669