Keywords: منحنی عملکرد; Yield curve; Forecast; Macro factor; State space model; Mixed-frequency affine model;
مقالات ISI منحنی عملکرد (ترجمه نشده)
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Keywords: منحنی عملکرد; F34; F41; G15; Crises; Default; Yield curve; Spreads; Bond duration; Finance; Sovereign maturity choice;
Keywords: منحنی عملکرد; Yield curve; Economic activity; Macroeconomic factors; Dynamic Nelson Siegel model; Sovereign bond markets; Monetary policy; G12; G15; G010; C58; G2;
Keywords: منحنی عملکرد; Yield curve; Term premia; Dynamic-factor model; State-space model; Regime-switching estimation; E43; E44; E52;
Keywords: منحنی عملکرد; Oil prices shocks; Term structure of interest rates; Yield curve; Variance decomposition; E43; E44; G12; Q43;
Keywords: منحنی عملکرد; F31; E43; Yield curve; Blue Chip survey; Directional accuracy; Symmetric loss;
Keywords: منحنی عملکرد; E43; E44; E52; Yield curve; Real interest rates; Expected inflation, factor model; State-space model; Regime-switching estimation;
Keywords: منحنی عملکرد; Yield curve; Factor model; Data-rich environment; Macroeconomic forecasting; Macroeconomic regimes; Conditional predictive ability;
Keywords: منحنی عملکرد; Credit rating; Yield curve; Markov model; G32; C32;
Keywords: منحنی عملکرد; G9; G12; E52; Taylor rule; Monetary policy; Yield curve; Principal components;
Keywords: منحنی عملکرد; Smith-Wilson; Discount curve; Yield curve; Interpolation; Extrapolation; Hedging; Totally positive matrix; Solvency II;
Keywords: منحنی عملکرد; Term structure of interest rates; Yield curve; VAR; Factor model;
Keywords: منحنی عملکرد; Yield curve; Option pricing; Regime switching; Market expectations
Keywords: منحنی عملکرد; G10; G18; E44; E47; Yield curve; Stock market liquidity; Monetary policy; Probit model; Recessions; Forecasting;
Keywords: منحنی عملکرد; Heterogeneous beliefs; Recursive utility; Equity premium; Equity volatility; Yield curve; E43; G12; G17;
Keywords: منحنی عملکرد; Interest rates; Yield curve; Economic cycles; Forecasting; Data mining; Decision trees
Keywords: منحنی عملکرد; Yield curve; Forecast combinations; Economic value of forecasts;
Keywords: منحنی عملکرد; G12; G15; G010; G2; E430; C58; Yield curve; Dynamic Nelson Siegel model; Spillover; Linkages; Variance decompositions; Financial crisis;
Keywords: منحنی عملکرد; Interest rates; Yield curve; Bank profitability; Net interest margin; Emerging market;
Keywords: منحنی عملکرد; E43; E52; Monetary policy; Zero lower bound; Yield curve;
Keywords: منحنی عملکرد; E43; E47; G17; Yield curve; Nelson-Siegel; Time varying loadings; Factor models;
Keywords: منحنی عملکرد; E43; E44; G12; Robustness to model uncertainty; Consumption-CAPM; Term premium; Yield curve;
Keywords: منحنی عملکرد; Yield curve; Term structure; Forecasting; Corporate bonds; Government bonds; Stock Market;
Keywords: منحنی عملکرد; D51; D91; E20; G12; Loss-aversion; Habit formation; Yield curve; Dividend strips; General equilibrium;
Keywords: منحنی عملکرد; C5; E3U.S. business cycle; Forecast combination; Density forecast; Probit models; Yield curve; Coincident indicators
Keywords: منحنی عملکرد; E43; E44; E52; Yield curve; Interest rates; Factor model; State-space model;
Keywords: منحنی عملکرد; Dynamic binary choice models; Out-of-sample forecasting; Yield curve; Real-time econometrics;
Keywords: منحنی عملکرد; E43; E44; Yield curve; Implicit expected inflation curve; Real interest rates curve; Macroeconomic surprises; Global financial crisis;
Keywords: منحنی عملکرد; C33; C53; E43; E44; Yield curve; Forecasting; Macroeconomic variables; DNS; ATSM;
Keywords: منحنی عملکرد; G1; E4; C5; Term structure; Yield curve; Monetary policy; Macroeconomics;
Keywords: منحنی عملکرد; E43; E44; E52; Yield curve; Interest rates; Factor model; State-space model;
Keywords: منحنی عملکرد; Fama-Bliss data set; Kalman filter; Maximum likelihood; Yield curve;
Keywords: منحنی عملکرد; Bonds; Factor-augmented VAR; Forecasting; Term structure; Yield curve;
Keywords: منحنی عملکرد; Term structure; Yield curve; Monetary policy; SVARC51; E44; E52
Keywords: منحنی عملکرد; Yield curve; Arbitrage-free Nelson–Siegel model; Dynamic factor models; Kalman filterCurva de juros; Modelo Nelson–Siegel livre de arbitragem; Modelos de fatores dinâmicos; Filtro de Kalman
Keywords: منحنی عملکرد; Yield curve; Differential evolution; Optimization; Interest rate; Finance
Computing equilibrium bond prices in the Vayanos-Vila model
Keywords: منحنی عملکرد; Vayanos-Vila model; Computation; Maturity structure; Yield curve; Risk premia; E43; E58; G12;
A bivariate Hawkes process for interest rate modeling
Keywords: منحنی عملکرد; Hawkes process; Self and mutually exciting processes; Interest rate; Micro-structure; Yield curve;
A simple and general approach to fitting the discount curve under no-arbitrage constraints
Keywords: منحنی عملکرد; B-splines; Discount curve; No-arbitrage constraints; Monotone estimation; Yield curve; C44; C58; C61;
Adaptive dynamic Nelson-Siegel term structure model with applications
Keywords: منحنی عملکرد; C32; C53; E43; E47; Yield curve; Term structure of interest rates; Local parametric models; Forecasting;
Incomplete markets, liquidation risk, and the term structure of interest rates
Keywords: منحنی عملکرد; E21; E43; G12Incomplete markets; Borrowing constraint; Yield curve
Asymmetric response to monetary policy surprises at the long-end of the yield curve
Keywords: منحنی عملکرد; E44; E52; Asymmetric monetary policy; Yield curve; Federal funds futures;
Models of the yield curve and the curvature of the implied forward rate function
Keywords: منحنی عملکرد; E43; G12; C52; Bonds; Yield curve; Forward rate; Discount rate; Curve fitting;
Level, slope, curvature of the sovereign yield curve, and fiscal behaviour
Keywords: منحنی عملکرد; E43; E44; E62; G15; H60; Yield curve; Fiscal policy; Financial markets;
Bond risk premia, macroeconomic fundamentals and the exchange rate
Keywords: منحنی عملکرد; C5; F3; G1; Yield curve; Exchange rate; Bond risk premia; UIP;
The yield curve in a small open economy
Keywords: منحنی عملکرد; E43; E52; E58; F41; Yield curve; UIP; Small open economy; Monetary policy; Bayesian estimation;
The affine arbitrage-free class of Nelson-Siegel term structure models
Keywords: منحنی عملکرد; E43; G12; G17; Yield curve; Interest rate; Bond market; Factor model; Forecasting;
The term structures of equity and interest rates
Keywords: منحنی عملکرد; Value premium; Yield curve; Predictive regressions; Affine modelsG12
Macroeconomic models and the yield curve: An assessment of the fit
Keywords: منحنی عملکرد; Macromodels; Yield curve; Persistence; E43; E44; E47;
A reappraisal of the leading indicator properties of the yield curve under structural instability
Keywords: منحنی عملکرد; Yield curve; Macroeconomic forecasting; Structural change; Forecast window selection; Forecast breakdowns