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Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods
Studies in Nonlinear Dynamics & Econometrics
◽
10.2202/1558-3708.1032
◽
1998
◽
Vol 2
(4)
◽
Cited By ~ 1
Author(s):
John C. Chao
◽
Chaoshin Chiao
Keyword(s):
Model Selection
◽
Interest Rates
◽
Term Structure
◽
Selection Methods
Download Full-text
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Cited By
References
Out‐of‐Sample Forecasts and Nonlinear Model Selection with an Example of the Term Structure of Interest Rates
Southern Economic Journal
◽
10.1002/j.2325-8012.2003.tb00511.x
◽
2003
◽
Vol 69
(3)
◽
pp. 520-540
Author(s):
Yamei Liu
◽
Walter Enders
Keyword(s):
Model Selection
◽
Interest Rates
◽
Term Structure
◽
Nonlinear Model
◽
Out Of Sample
Download Full-text
Out-of-Sample Forecasts and Nonlinear Model Selection with an Example of the Term Structure of Interest Rates
Southern Economic Journal
◽
10.2307/1061692
◽
2003
◽
Vol 69
(3)
◽
pp. 520
◽
Cited By ~ 5
Author(s):
Yamei Liu
◽
Walter Enders
Keyword(s):
Model Selection
◽
Interest Rates
◽
Term Structure
◽
Nonlinear Model
◽
Out Of Sample
Download Full-text
Wartime finance and the term structure of interest rates
10.31274/rtd-180813-409
◽
1969
◽
Author(s):
Julian Howard Taylor
Keyword(s):
Interest Rates
◽
Term Structure
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Heterogeneous Beliefs and the Term Structure of Interest Rates
SSRN Electronic Journal
◽
10.2139/ssrn.1021406
◽
2007
◽
Cited By ~ 1
Author(s):
Lue Wu
Keyword(s):
Interest Rates
◽
Term Structure
◽
Heterogeneous Beliefs
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Inflation Risk Premia in the Term Structure of Interest Rates: Evidence from Euro Area Inflation Swaps
SSRN Electronic Journal
◽
10.2139/ssrn.1456831
◽
2009
◽
Author(s):
Allan Sall Tang Andersen
Keyword(s):
Interest Rates
◽
Term Structure
◽
Euro Area
◽
Risk Premia
◽
Inflation Risk
◽
Inflation Risk Premia
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The Term Structure of Interest Rates in an Equilibrium Economy with Short Term and Long Term Investments
SSRN Electronic Journal
◽
10.2139/ssrn.1787966
◽
2011
◽
Author(s):
Carles Vergara-Alert
Keyword(s):
Interest Rates
◽
Term Structure
◽
Short Term
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Demand and Supply Factors in the Term Structure of Interest Rates
SSRN Electronic Journal
◽
10.2139/ssrn.2273735
◽
2013
◽
Author(s):
Chen Guo
Keyword(s):
Interest Rates
◽
Term Structure
◽
Demand And Supply
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The Expectations Theory of the Term Structure of Interest Rates and Monetary Policy
SSRN Electronic Journal
◽
10.2139/ssrn.234128
◽
2000
◽
Author(s):
Maria Isabel Martínez Serna
◽
Eliseo Navarro Arribas
Keyword(s):
Monetary Policy
◽
Interest Rates
◽
Term Structure
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The Term Structure of Interest Rates and Macro Economy: Evidence from the Pre- and Post- Crisis Periods
SSRN Electronic Journal
◽
10.2139/ssrn.2614441
◽
2015
◽
Cited By ~ 1
Author(s):
Evangelos N. Salachas
◽
Nikiforos T. Laopodis
◽
Georgios P. Kouretas
Keyword(s):
Interest Rates
◽
Term Structure
Download Full-text
Algorithms behind Term Structure Models of Interest Rates II: The Hull-White Trinomial Tree of Interest Rates
SSRN Electronic Journal
◽
10.2139/ssrn.292223
◽
2001
◽
Author(s):
Markus Leippold
◽
Zvi Wiener
Keyword(s):
Interest Rates
◽
Term Structure
◽
Term Structure Models
◽
Trinomial Tree
Download Full-text
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