1. An Analysis of the Daily Changes in US Treasury Security Yields;Akram,2019
2. An exponential model in the spectrum of a scalar time series;Bloomfield,1973
3. Supply contraction and trading protocol: an examination of recent changes in the US Treasury market;Boni;J. Money Credit Bank.,2002
4. The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve, Research Department;Bowsher,2008
5. Regime shifts in a dynamic term structure model of U.S. Treasury bond yields;Dai;Rev. Financ. Stud.,2007