The Internet's Reading Group

Papers, latest, tagged term structure clear

  1. read by Brice

    Bianchi, D., Büchner, M., & Tamoni, A. (2021). Bond Risk Premiums with Machine Learning. Review of Financial Studies.

    ML: 1asset pricing: 1term structure: 1

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  2. read by Brice

    Diebold, F. X., & Li, C. (2003). Forecasting the Term Structure of Government Bond Yields. Working Paper Series.

    econometrics: 1term structure: 1

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  3. read by Brice

    Duffee, G. R. (2011). Sharpe ratios in term structure models.

    term structure: 1

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  4. read by Brice

    Bauer, M. (2012). Restrictions on Risk Prices in Dynamic Term Structure Models.

    Bayesian: 1term structure: 1

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  5. to read by Brice

    Bauer, M. D., & Rudebusch, G. D. (2020). Interest Rates under Falling Stars. American Economic Review.

    term structure: 1

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  6. to read by Brice

    Kim, D. H., & Orphanides, A. (2012). Term Structure Estimation with Survey Data on Interest Rate Forecasts. Journal of Financial and Quantitative Analysis.

    term structure: 1

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