Results 21 to 30 of about 1,488,092 (350)
The macroeconomy and the yield curve: a nonstructural analysis [PDF]
, 2003 We estimate a model with latent factors that summarize the yield curve (namely, level, slope, and curvature) as well as observable macroeconomic variables (real activity, inflation, and the stance of monetary policy).
Aruoba, S. Boragan +2 more
core +3 more sources
Making the ECB the central bank of a non-federal coalition of states
PSL Quarterly Review, 2015 The recent crisis has shown that the inconsistent design of the Euro area had previously produced financial convergence, not integration. The crisis increased fragmentation thus further exposing the limits of the single monetary policy.
Mario Tonveronachi
doaj +3 more sources
The Entropic Linkage between Equity and Bond Market Dynamics
Entropy, 2017 An alternative derivation of the yield curve based on entropy or the loss of information as it is communicated through time is introduced. Given this focus on entropy growth in communication the Shannon entropy will be utilized.
Edgar Parker
doaj +1 more source
On an Increasingly Yield Curve of Knowledge
Studies in Business and Economics, 2018 The paper examines the behaviour of the yield curve of the knowledge considered as production factor. The concepts of complementarity and substitutability among classical production factors are revisited in order to put the bases to analyse the special ...
Dinga Emil
doaj +1 more source
Macroeconomic indicators and yield curve of Indonesian government bond
Business, Management and Economics Engineering, 2021 Purposes – Indonesian government bond (known as SUN) plays an essential role in financing sustainable development in Indonesia and is a fixed income investment vehicle that attracts foreign investors.
Perdana Wahyu Santosa
doaj +1 more source
Learning Forecast-Efficient Yield Curve Factor Decompositions with Neural Networks
Econometrics, 2022 Most factor-based forecasting models for the term structure of interest rates depend on a fixed number of factor loading functions that have to be specified in advance.
Piero C. Kauffmann +3 more
doaj +1 more source
Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach [PDF]
, 2007 The popular Nelson-Siegel (1987) yield curve is routinely fit to cross sections of intra-country bond yields, and Diebold and Li (2006) have recently proposed a dynamized version.
Diebold, Francis X. +2 more
core +3 more sources
Simple shear flow of a Herschel-Bulkley fluid with wall slip above a threshold stress
Applications in Engineering Science, 2021 The simple shear flow of Herschel-Bulkley fluids is analyzed, under the assumption that wall slip occurs at both plates above a characteristic wall shear stress, the slip yield stress.
Georgios C. Georgiou
doaj +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Pediatric patients with extracranial solid tumors (ST) receiving chemotherapy are at an increased risk for Pneumocystis jirovecii pneumonia (PJP). However, evidence guiding prophylaxis practices in this population is limited. A PJP‐related fatality at our institution highlighted inconsistent prescribing approaches and concerns about
Kriti Kumar +8 more
wiley +1 more source
Sickle Cell Disease Is an Inherent Risk for Asthma in a Sibling Comparison Study
Pediatric Blood &Cancer, EarlyView.ABSTRACT Introduction Sickle cell disease (SCD) and asthma share a complex relationship. Although estimates vary, asthma prevalence in children with SCD is believed to be comparable to or higher than the general population. Determining whether SCD confers an increased risk for asthma remains challenging due to overlapping symptoms and the ...
Suhei C. Zuleta De Bernardis +9 more
wiley +1 more source