Results 291 to 300 of about 1,488,092 (350)
Learning curve and functional safety in robotic thyroidectomy via bilateral axillo-breast approach: a prospective study of 537 cases. [PDF]
Surg EndoscWang SS +13 more
europepmc +1 more source
Arbitrage-Free Bond and Yield Curve Forecasting with Neural Filters under HJM Constraints [PDF]
Gao, Xiang, Hyndman, Cody
openalex
Some of the next articles are maybe not open access.
Related searches:
Related searches:
SSRN Electronic Journal, 2021
Abstract I analyze time series momentum along the Treasury term structure. Yield curve momentum is primarily due to changes in the level factor of yields. Because yield changes are partly induced by changes in the federal funds rate, yield curve momentum is related to post-FOMC (Federal Open Market Committee) announcement drift.
openaire +2 more sources
Abstract I analyze time series momentum along the Treasury term structure. Yield curve momentum is primarily due to changes in the level factor of yields. Because yield changes are partly induced by changes in the federal funds rate, yield curve momentum is related to post-FOMC (Federal Open Market Committee) announcement drift.
openaire +2 more sources
2021
While several studies focus on testing the predictive content of the yield curve, few explain why such predictive power prevails. Previous literature connects the root of the predictive content to monetary easing and market expectations. Following this path, this paper develops an SVAR model to investigate the dynamics among term spread, monetary ...
openaire +1 more source
While several studies focus on testing the predictive content of the yield curve, few explain why such predictive power prevails. Previous literature connects the root of the predictive content to monetary easing and market expectations. Following this path, this paper develops an SVAR model to investigate the dynamics among term spread, monetary ...
openaire +1 more source
2022
The shape of the yield curve reflects the preferences of borrowers and lenders. The yield curve is steep for early years as household lenders hold short-term reserves for unexpected needs such as ill-health and unemployment. As the timing of these is uncertain, savers need to be well paid for the risk of holding assets which are not immediately ...
openaire +1 more source
The shape of the yield curve reflects the preferences of borrowers and lenders. The yield curve is steep for early years as household lenders hold short-term reserves for unexpected needs such as ill-health and unemployment. As the timing of these is uncertain, savers need to be well paid for the risk of holding assets which are not immediately ...
openaire +1 more source
SSRN Electronic Journal, 2006
Shape of Yield Curve and Industry Group Performance It is widely expected that the Federal Reserve will end the current tightening cycle early in 2006. Federal Reserve actions have a direct influence on short-term interest rates, which in turn may impact long-term rates.
Pankaj N. Patel +3 more
openaire +1 more source
Shape of Yield Curve and Industry Group Performance It is widely expected that the Federal Reserve will end the current tightening cycle early in 2006. Federal Reserve actions have a direct influence on short-term interest rates, which in turn may impact long-term rates.
Pankaj N. Patel +3 more
openaire +1 more source
2014
The yield curve is unquestionably the central concept in the fixed-income world. It represents the relationship between investment yields and tenor for a given issuer at a given point in time. A wide range of important information is embedded in this relationship ranging from fundamental issues such as the time value of money, expected monetary policy ...
openaire +1 more source
The yield curve is unquestionably the central concept in the fixed-income world. It represents the relationship between investment yields and tenor for a given issuer at a given point in time. A wide range of important information is embedded in this relationship ranging from fundamental issues such as the time value of money, expected monetary policy ...
openaire +1 more source
2002
The German IFO Index is a general business-climate index compiled monthly by consulting approximately 10,000 companies throughout Germany. In the October 2001 IFO survey, German business confidence showed the largest monthly decline since November 1973. A fall of this magnitude was partly attributable to the terrorist attacks of 11 September 2001.
Frank Hagenstein, Tim Bangemann
openaire +1 more source
The German IFO Index is a general business-climate index compiled monthly by consulting approximately 10,000 companies throughout Germany. In the October 2001 IFO survey, German business confidence showed the largest monthly decline since November 1973. A fall of this magnitude was partly attributable to the terrorist attacks of 11 September 2001.
Frank Hagenstein, Tim Bangemann
openaire +1 more source
2020
We study the yield curve control in Eurozone. We apply Chen, Cúrdia and Ferrero (2012) model that uses a financial friction to break Wallace's neutrality. We calibrate a bond supply shock that corresponds to the observed change in the time premium in euro area when the APP program was introduced.
openaire +1 more source
We study the yield curve control in Eurozone. We apply Chen, Cúrdia and Ferrero (2012) model that uses a financial friction to break Wallace's neutrality. We calibrate a bond supply shock that corresponds to the observed change in the time premium in euro area when the APP program was introduced.
openaire +1 more source