Nominal U.S. Treasuries Embed Liquidity Premiums, Too.
- Published in:
- Journal of Financial & Quantitative Analysis, 2025, v. 60, n. 3, p. 1310, doi. 10.1017/S0022109023001345
- By:
- Publication type:
- Article
Works about YIELD curve (Finance)
Results: 717
1
2
The Impact of Chinese Purchases of U.S. Government Debt on the Treasury Yield Curve.
- Published in:
- Global Economy Journal, 2011, v. 11, n. 4, p. 1, doi. 10.2202/1524-5861.1803
- By:
- Publication type:
- Article
3
IMPROVING RECESSION FORECASTS WITH BUSINESS LOAN DATA FROM COMMERCIAL BANKS.
- Published in:
- Journal of Applied Economics & Policy, 2011, v. 30, n. 1, p. 31
- By:
- Publication type:
- Article
4
Risk and Policy Shocks on the US Term Structure.
- Published in:
- Scottish Journal of Political Economy, 2013, v. 60, n. 1, p. 101, doi. 10.1111/sjpe.12004
- By:
- Publication type:
- Article
5
Monetary Policy Shifts and the Term Structure.
- Published in:
- Review of Economic Studies, 2011, v. 78, n. 2, p. 429, doi. 10.1093/restud/rdq006
- By:
- Publication type:
- Article
6
Monetary Policy is Not Always Systematic and Data-Driven: Evidence from the Yield Curve.
- Published in:
- Open Economies Review, 2023, v. 34, n. 1, p. 93, doi. 10.1007/s11079-022-09663-9
- By:
- Publication type:
- Article
7
Emerging Market Economies' Challenge: Managing the Yield Curve in a Financially Globalized World.
- Published in:
- Open Economies Review, 2023, v. 34, n. 1, p. 171, doi. 10.1007/s11079-021-09661-3
- By:
- Publication type:
- Article
8
The Yield Curve as a Predictor and Emerging Economies.
- Published in:
- Open Economies Review, 2009, v. 20, n. 5, p. 683, doi. 10.1007/s11079-007-9077-x
- By:
- Publication type:
- Article
9
Functional Cointegration Test for Expectation Hypothesis of the Term Structure of Interest Rates in China.
- Published in:
- Asia-Pacific Financial Markets, 2024, v. 31, n. 4, p. 799, doi. 10.1007/s10690-023-09431-w
- By:
- Publication type:
- Article
10
On the Effect of Bank of Japan's Outright Purchase on the JGB Yield Curve.
- Published in:
- Asia-Pacific Financial Markets, 2018, v. 25, n. 1, p. 47, doi. 10.1007/s10690-018-9238-5
- By:
- Publication type:
- Article
11
Expectations Hypothesis and Term Structure of Interest Rates: An Evidence from Emerging Market.
- Published in:
- Asia-Pacific Financial Markets, 2016, v. 23, n. 2, p. 137, doi. 10.1007/s10690-016-9212-z
- By:
- Publication type:
- Article
12
Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis.
- Published in:
- Asia-Pacific Financial Markets, 2012, v. 19, n. 3, p. 259, doi. 10.1007/s10690-011-9149-1
- By:
- Publication type:
- Article
13
Term Structure of Interest Rates Under Recursive Preferences in Continuous Time.
- Published in:
- Asia-Pacific Financial Markets, 2008, v. 15, n. 3/4, p. 273, doi. 10.1007/s10690-009-9082-8
- By:
- Publication type:
- Article
14
Prediction of Individual Bond Prices via a Dynamic Bond Pricing Model: Application to Japanese Government Bond Price Data.
- Published in:
- Asia-Pacific Financial Markets, 2003, v. 10, n. 1, p. 59, doi. 10.1023/B:FEJM.0000039875.28149.6d
- By:
- Publication type:
- Article
15
Optimal Bond Portfolio for Investors with Long Time Horizons.
- Published in:
- Asia-Pacific Financial Markets, 2001, v. 8, n. 4, p. 291, doi. 10.1023/A:1020639511843
- By:
- Publication type:
- Article
16
Valuation of Mortgage-Backed Securities Based upon a Structural Approach.
- Published in:
- Asia-Pacific Financial Markets, 2001, v. 8, n. 4, p. 259, doi. 10.1023/A:1020621327772
- By:
- Publication type:
- Article
17
An Estimation Model for the Term Structure of Yield Spread.
- Published in:
- Asia-Pacific Financial Markets, 2001, v. 8, n. 2, p. 137, doi. 10.1023/A:1011967507050
- By:
- Publication type:
- Article
18
Classes of Interest Rate Models under the HJM Framework.
- Published in:
- Asia-Pacific Financial Markets, 2001, v. 8, n. 1, p. 1, doi. 10.1023/A:1011468322967
- By:
- Publication type:
- Article
19
Gaussian Estimation and Forecasting of Multi-Factor Term Structure Models with an Application to Japan and the United Kingdom.
- Published in:
- Asia-Pacific Financial Markets, 2001, v. 8, n. 1, p. 23, doi. 10.1023/A:1011436907037
- By:
- Publication type:
- Article
20
A Complete Markovian Stochastic Volatility Model in the HJM Framework.
- Published in:
- Asia-Pacific Financial Markets, 2000, v. 7, n. 4, p. 293, doi. 10.1023/A:1010017213565
- By:
- Publication type:
- Article
21
A Note on the Term Structure of Implied Volatilities for the Yen/U.S. Dollar Currency Option.
- Published in:
- Asia-Pacific Financial Markets, 1998, v. 5, n. 3, p. 227, doi. 10.1023/A:1010041822931
- By:
- Publication type:
- Article
22
Ein Bewertungsansatz der Geldpolitik der Bank of Japan unter Kuroda: Ist mit Ueda eine Normalisierung der Geldpolitik zu erwarten?
- Published in:
- Jahrbuch der Vereinigung für Sozialwissenschaftliche Japanforschung, 2023, p. 144
- By:
- Publication type:
- Article
23
Convexity arbitrage – the idea which does not work.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2021.2019361
- By:
- Publication type:
- Article
24
A cross-sectional application of the Nelson-Siegel-Svensson model to several negative yield cases.
- Published in:
- Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1582319
- By:
- Publication type:
- Article
25
UNCERTAINTY, FINANCIAL MARKETS, AND FUND FLOWS TO SOUTH AFRICA.
- Published in:
- Journal of Developing Areas, 2024, v. 58, n. 3, p. 67, doi. 10.1353/jda.2024.a929941
- By:
- Publication type:
- Article
26
A - 176 The MIL Test: Validation of a Web-Based Performance Validity Test.
- Published in:
- Archives of Clinical Neuropsychology, 2023, v. 38, n. 7, p. 1349, doi. 10.1093/arclin/acad067.193
- By:
- Publication type:
- Article
27
A-210 Does Rounding Matter? Cross-Validation of E-Score Calculation Method for the Dot Counting Test.
- Published in:
- 2020
- Publication type:
- Abstract
28
Does the slope of the yield curve of the interbank market influence prices on the Warsaw Stock Exchange? A sectoral perspective.
- Published in:
- Statistical Review / Przegląd Statystyczny, 2020, v. 67, n. 4, p. 294, doi. 10.5604/01.3001.0014.8494
- By:
- Publication type:
- Article
29
Learning Forecast-Efficient Yield Curve Factor Decompositions with Neural Networks.
- Published in:
- Econometrics (2225-1146), 2022, v. 10, n. 2, p. 15, doi. 10.3390/econometrics10020015
- By:
- Publication type:
- Article
30
Using the Entire Yield Curve in Forecasting Output and Inflation.
- Published in:
- Econometrics (2225-1146), 2018, v. 6, n. 3, p. 40, doi. 10.3390/econometrics6030040
- By:
- Publication type:
- Article
31
Monetary and Fiscal Policy Impacts on the Indian Sovereign Bond Market: A VAR Approach.
- Published in:
- South Asian Journal of Macroeconomics & Public Finance, 2024, v. 13, n. 2, p. 143, doi. 10.1177/22779787241282730
- By:
- Publication type:
- Article
32
Leveraging Business Cycle Ups and Downs.
- Published in:
- Financial Executive, 2009, v. 25, n. 10, p. 36
- By:
- Publication type:
- Article
33
Oilfield Production Prediction Method Based on Multi‐Input CNN‐LSTM With Attention Mechanism.
- Published in:
- Geofluids, 2025, v. 2025, p. 1, doi. 10.1155/gfl/6195991
- By:
- Publication type:
- Article
34
Evidence that species richness begets species richness.
- Published in:
- Journal of Biogeography, 2024, v. 51, n. 4, p. 659, doi. 10.1111/jbi.14777
- By:
- Publication type:
- Article
35
Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix.
- Published in:
- Annals of Financial Economics, 2024, v. 19, n. 2, p. 1, doi. 10.1142/S2010495224500052
- By:
- Publication type:
- Article
36
GEOPOLITICAL RISKS AND THE HIGH-FREQUENCY MOVEMENTS OF THE US TERM STRUCTURE OF INTEREST RATES.
- Published in:
- Annals of Financial Economics, 2021, v. 16, n. 3, p. 1, doi. 10.1142/S2010495221500123
- By:
- Publication type:
- Article
37
Alternative Monetary Policy Commitments and the Yield Curve.
- Published in:
- Economic Record, 2024, v. 100, n. 329, p. 137, doi. 10.1111/1475-4932.12794
- By:
- Publication type:
- Article
38
Impacts of Monetary Policy Shocks on Inflation and Output in New Zealand.
- Published in:
- Economic Record, 2024, v. 100, n. 329, p. 160, doi. 10.1111/1475-4932.12792
- By:
- Publication type:
- Article
39
Quantitative or Qualitative Forward Guidance: Does it Matter?*.
- Published in:
- Economic Record, 2021, v. 97, n. 319, p. 491, doi. 10.1111/1475-4932.12637
- By:
- Publication type:
- Article
40
The impact of news on South African sovereign bond yields.
- Published in:
- Investment Analysts Journal, 2024, v. 53, n. 1, p. 16, doi. 10.1080/10293523.2023.2223436
- By:
- Publication type:
- Article
41
Prioritizing of volatility models: a computational analysis using data envelopment analysis.
- Published in:
- International Transactions in Operational Research, 2023, v. 30, n. 5, p. 2302, doi. 10.1111/itor.13028
- By:
- Publication type:
- Article
42
Convexity adjustment for constant maturity swaps in a multi-curve framework.
- Published in:
- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 159, doi. 10.1007/s10479-017-2430-6
- By:
- Publication type:
- Article
43
Robust term structure estimation in developed and emerging markets.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 23, doi. 10.1007/s10479-016-2282-5
- By:
- Publication type:
- Article
44
IS THE MONETARY TRANSMISSION MECHANISM BROKEN? TIME FOR PEOPLE'S QUANTITATIVE EASING.
- Published in:
- Revista Economică, 2020, v. 72, n. 3, p. 29
- By:
- Publication type:
- Article
45
Comparison between Empirical Models and the CBM-CFS3 Carbon Budget Model to Predict Carbon Stocks and Yields in Nova Scotia Forests.
- Published in:
- Forests (19994907), 2021, v. 12, n. 9, p. 1235, doi. 10.3390/f12091235
- By:
- Publication type:
- Article
46
PHD THESIS SUMMARY: A Tale Between Finance and Economics: Four Essays on the History and Methodology of the Efficient Market Hypothesis.
- Published in:
- Erasmus Journal for Philosophy & Economics, 2021, v. 14, n. 2, p. 1, doi. 10.23941/ejpe.v14i2.625
- By:
- Publication type:
- Article
47
Repo Rates as Reference Interest Rates: Testing the Expectations Hypothesis of the Term Structure of Interest Rates.
- Published in:
- Economic Analysis (0013-3213), 2022, v. 55, n. 2, p. 8, doi. 10.28934/ea.22.55.2.pp1-19
- By:
- Publication type:
- Article
48
Matrix Theory Application in the Bootstrapping Method for the Term Structure of Interest Rates.
- Published in:
- Economic Analysis (0013-3213), 2010, n. 1/2, p. 44
- By:
- Publication type:
- Article
49
Assessing macro influence on Brazilian yield curve with affine models.
- Published in:
- Applied Economics, 2011, v. 43, n. 15, p. 1847, doi. 10.1080/00036840902762746
- By:
- Publication type:
- Article
50
The real yield curve and macroeconomic factors in the Chilean economy.
- Published in:
- Applied Economics, 2010, v. 42, n. 27, p. 3533, doi. 10.1080/00036840802129806
- By:
- Publication type:
- Article