Term Structure Modeling and Forecasting of Government Bond Yields

Economic Papers A journal of applied economics and policy ◽

10.1111/1759-3441.12046 ◽

2013 ◽

Vol 32 (4) ◽

pp. 535-560 ◽

Author(s):

Wali Ullah ◽

Yasumasa Matsuda ◽

Yoshihiko Tsukuda

Keyword(s):

Term Structure ◽

Structure Modeling ◽

Government Bond ◽

Bond Yields ◽

Modeling And Forecasting ◽

Term Structure Modeling

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Term Structure Modeling and Forecasting of Government Bond Yields: Does a Good In-Sample Fit Imply Reasonable Out-of-Sample Forecasts?

SSRN Electronic Journal ◽

10.2139/ssrn.2117236 ◽

2012 ◽

Author(s):

Wali Ullah

Keyword(s):

Term Structure ◽

Structure Modeling ◽

Government Bond ◽

Bond Yields ◽

Modeling And Forecasting ◽

Out Of Sample ◽

Term Structure Modeling

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Term Structure Modeling and Forecasting Using the Nelson-Siegel Model

Handbook of Financial Econometrics and Statistics ◽

10.1007/978-1-4614-7750-1_39 ◽

2014 ◽

pp. 1093-1103

Author(s):

Jian Hua

Keyword(s):

Term Structure ◽

Structure Modeling ◽

Modeling And Forecasting ◽

Term Structure Modeling

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Introduction to Term Structure Modeling

Financial Engineering and Computation ◽

10.1017/cbo9780511546839.024 ◽

2001 ◽

pp. 328-344

Keyword(s):

Term Structure ◽

Structure Modeling ◽

Term Structure Modeling

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Filtering for Stochastic Volatility by Using Exact Sampling and Application to Term Structure Modeling

Informatics in Control, Automation and Robotics - Lecture Notes in Electrical Engineering ◽

10.1007/978-3-319-10891-9_19 ◽

2014 ◽

pp. 329-348

Author(s):

ShinIchi Aihara ◽

Arunabha Bagchi ◽

Saikat Saha

Keyword(s):

Stochastic Volatility ◽

Term Structure ◽

Structure Modeling ◽

Exact Sampling ◽

Term Structure Modeling

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Forecasting the Term Structure of Government Bond Yields

10.3386/w10048 ◽

2003 ◽

Author(s):

Francis Diebold ◽

Canlin Li

Keyword(s):

Term Structure ◽

Government Bond ◽

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Krippner Framework for ZLB Term Structure Modeling

Zero Lower Bound Term Structure Modeling ◽

10.1057/9781137401823.0011 ◽

2015 ◽

Keyword(s):

Term Structure ◽

Structure Modeling ◽

Term Structure Modeling

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An Empirical Approach to Modeling the Term Structure of the Japanese Government Bond Yields

Journal of Management and Sustainability ◽

10.5539/jms.v5n2p24 ◽

2015 ◽

Vol 5 (2) ◽

Author(s):

Chikashi Tsuji

Keyword(s):

Term Structure ◽

Japanese Government ◽

Empirical Approach ◽

Government Bond ◽

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Zero Lower Bound Term Structure Modeling

10.1057/9781137401823 ◽

2015 ◽

Author(s):

Leo Krippner

Keyword(s):

Lower Bound ◽

Term Structure ◽

Structure Modeling ◽

Zero Lower Bound ◽

Term Structure Modeling

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Term Structure Modeling for Pension Liability Discounting

Financial Analysts Journal ◽

10.2469/faj.v44.n6.63 ◽

1988 ◽

Vol 44 (6) ◽

pp. 63-67

Author(s):

W. Brian Barrett

Keyword(s):

Term Structure ◽

Structure Modeling ◽

Term Structure Modeling

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Modeling the term structure of government bond yields with a differential evolution algorithm

2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) ◽

10.1109/cifer.2012.6327794 ◽

2012 ◽

Author(s):

Leandro Maciel ◽

Fernando Gomide ◽

Rosangela Ballini

Keyword(s):

Differential Evolution ◽

Term Structure ◽

Differential Evolution Algorithm ◽

Government Bond ◽

Bond Yields ◽

Evolution Algorithm

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