Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?-Reference-Cited by-同舟云学术

Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?

Published:2013-07-22 Issue:8 Volume:32 Page:702-723
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Ullah Wali¹,Tsukuda Yoshihiko²,Matsuda Yasumasa¹

Affiliation:

1. Graduate School of Economics and Management; Tohoku University; Japan

2. Katahira campus; Tohoku University; Japan

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/for.2266/fullpdf

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4. Byeon YH Ogaki M 1999 An empirical investigation of exchange rates and the term structure of interest rates

5. Understanding risk and return;Campbell;Journal of Political Economy,1996

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