Search
Now showing items 1-2 of 2
Robust term structure estimation in developed and emerging markets
(Springer Nature, 2018-01)
Despite powerful advances in interest rate curve modeling for data-rich countries in the last 30 years, comparatively little attention has been paid to the key practical problem of estimation of the term structure of ...
Predictability of emerging market local currency bond risk premia
(Taylor & Francis, 2015)
This article investigates the source of predictability of emerging market (EM) local currency bond risk premia by using a dynamic factor approach based on a large panel of economic and financial time series. We find strong ...
Share this page