Forecasting the Term Structure of Korean Government Bond Yields Using the Dynamic Nelson-Siegel Class Models

Asia-Pacific Journal of Financial Studies ◽

10.1111/ajfs.12000 ◽

2012 ◽

Vol 41 (6) ◽

pp. 765-787 ◽

Author(s):

Kyu Ho Kang

Keyword(s):

Term Structure ◽

Government Bond ◽

Bond Yields ◽

Korean Government ◽

Download Full-text

The Role of Credit Spreads and Structural Breaks in Forecasting the Term Structure of Korean Government Bond Yields

Asia-Pacific Journal of Financial Studies ◽

10.1111/ajfs.12093 ◽

2015 ◽

Vol 44 (3) ◽

pp. 353-386 ◽

Author(s):

Chang Hoon Lee ◽

Kyu Ho Kang

Keyword(s):

Term Structure ◽

Structural Breaks ◽

Credit Spreads ◽

Government Bond ◽

Bond Yields ◽

Korean Government

Download Full-text

Forecasting the Term Structure of Government Bond Yields

10.3386/w10048 ◽

2003 ◽

Author(s):

Francis Diebold ◽

Canlin Li

Keyword(s):

Term Structure ◽

Government Bond ◽

Download Full-text

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 ◽

Download Full-text

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

Download Full-text

Forecasting the Term Structure of Government Bond Yields Using Credit Spreads and Structural Breaks

SSRN Electronic Journal ◽

10.2139/ssrn.2580636 ◽

2014 ◽

Author(s):

Azamat Abdymomunov ◽

Kyu H. Kang ◽

Ki Jeong Kim

Keyword(s):

Term Structure ◽

Structural Breaks ◽

Credit Spreads ◽

Government Bond ◽

Download Full-text

Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields

SSRN Electronic Journal ◽

10.2139/ssrn.2224416 ◽

2012 ◽

Author(s):

Junko Koeda

Keyword(s):

Monetary Policy ◽

Term Structure ◽

Japanese Government ◽

Government Bond ◽

Bond Yields ◽

Download Full-text

Endogenous monetary policy shifts and the term structure: Evidence from Japanese government bond yields

Journal of the Japanese and International Economies ◽

10.1016/j.jjie.2013.07.002 ◽

2013 ◽

Vol 29 ◽

pp. 170-188 ◽

Author(s):

Junko Koeda

Keyword(s):

Monetary Policy ◽

Term Structure ◽

Japanese Government ◽

Government Bond ◽

Bond Yields ◽

Download Full-text

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

Download Full-text

Forecasting the Term Structure of South African Government Bond Yields

Emerging Markets Finance and Trade ◽

10.1080/1540496x.2016.1225572 ◽

2017 ◽

Vol 54 (1) ◽

pp. 41-53 ◽

Author(s):

Hui-Chu Shu ◽

Jung-Hsien Chang ◽

Ting-Ya Lo

Keyword(s):

South African ◽

Term Structure ◽

South African Government ◽

Government Bond ◽

Bond Yields ◽

African Government

Download Full-text

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

Download Full-text