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yeld curve #15

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msz13 opened this issue Feb 27, 2024 · 0 comments

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msz13 commented Feb 27, 2024 •

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Yield Curve Modelling with the Nelson-Siegel Method for Poland
https://gnpje.sgh.waw.pl/Yield-Curve-Modelling-with-the-Nelson-Siegel-Method-for-Poland,149194,0,2.html

https://www.bondspot.pl/fixing_obligacji

GLOBAL YIELD CURVE DYNAMICS AND INTERACTIONS: A DYNAMIC NELSON-SIEGEL APPROACH
https://www.nber.org/system/files/working_papers/w13588/w13588.pdf

Fixed income securities
https://shamit8.wordpress.com/wp-content/uploads/2014/11/fixed-income-securities-bruce-tuckman2002-2ndedition.pdf

Forecasting the Term Structure of Government Bond Yields
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=461369

General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
https://strathprints.strath.ac.uk/86910/1/Fischer_etal_2023_JAE_General_Bayesian_time_varying_parameter_vector_autoregressions_for_modeling_government_bond_yields.pdf

WHAT DOES THE YIELD CURVE TELL US ABOUT EXCHANGE RATE PREDICTABILITY?
https://vtechworks.lib.vt.edu/server/api/core/bitstreams/3c766e24-bf97-4ba5-9ae7-661c25e356cc/content

Expected Returns in Treasury Bonds
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1709636

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