Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis-Reference-Cited by-同舟云学术

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Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis

Published:2020-09-11 Issue: Volume: Page:1-18
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Frois Caldeira João¹,Gupta Rangan²,Suleman Muhammad Tahir³,Torrent Hudson S.⁴

Affiliation:

1. Department of Economics, Universidade Federal De Santa Catarina & CNPq, Florianopolis, Brazil

2. Department of Economics, University of Pretoria, Pretoria, South Africa

3. Department of Accounting and Finance, University of Otago, Dunedin, New Zealand

4. Department of Statistics, Universidade Federal Do Rio Grande Do Sul, Porto Alegre, Brazil

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2020.1808458

Reference82 articles.

1. Financial connectedness of BRICS and global sovereign bond markets

2. Nonparametric Pricing of Interest Rate Derivative Securities

3. Testing Continuous-Time Models of the Spot Interest Rate

4. Discount curve construction with tension splines

5. Tracking Global Demand for Emerging Market Sovereign Debt

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3. Functional Cointegration Test for Expectation Hypothesis of the Term Structure of Interest Rates in China;Asia-Pacific Financial Markets;2023-10-05

4. The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure;Humanities and Social Sciences Communications;2023-01-03

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