Direction-of-Change Yield Curves Forecasts with DNS model and time-varying volatility

Articles
Thematic areas

Direction-of-Change Yield Curves Forecasts with DNS model and time-varying volatility

Author
Werley Cordeiro (UFSC)
Co-authors
João F. Caldeira (UFSC) , André Santos (University of Edinburgh Business School)
Abstract
Keywords
model
Subject Area
Finance

Back Download

Reference

(UFSC), Werley Cordeiro; (UFSC), João F. Caldeira; SCHOOL), André Santos (University Of Edinburgh Business. Direction-of-Change Yield Curves Forecasts with DNS model and time-varying volatility. In: 44º Encontro da Sociedade Brasileira de Econometria - Gran Mareiro Hotel | Fortaleza - CE, 2023. Available in: <https://doity.com.br/anais/44ebe/trabalho/274794>. Available in: 19/12/2024 at 00:40

Applied Microeconomics
Econometrics
Finance
Economic Theory
Macroeconomics