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Forecasting bond yields with segmented term structure models
Caio Almeida
, Kym Ardison
, Daniela Kubudi
, Axel Simonsen
, José Vicente
Research output
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Contribution to journal
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Article
›
peer-review
9
Scopus citations
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Keyphrases
Term Structure Models
100%
Bond Yields
100%
Segmentation Model
100%
Short Maturity
50%
Out-of-sample Forecasting
50%
Idiosyncratic Shocks
50%
U.S. Treasury
50%
Interest Rate Models
50%
Latent Factors
50%
Cointegration
50%
Preferred Habitat
50%
Economics, Econometrics and Finance
Yield Curve
100%