Topic
Interest rates -- Forecasting
11 books
Deriving agents' inflation forecasts from the term structure of interest rates
by Christopher Ragan.
How to forecast interest rates: a guide to profits for consumers, managers, and investors
Martin J. Pring.
Yield curve
Frederic s. [sic] Mishkin.
Term, inflation, and foreign exchange risk premia: a unified treatment
Lars E. O. Svensson.
A guide to forecasting interest rates
by Vincent G. Massaro.
Deriving agents'inflation forecasts from the term structure of interest rates
by Christopher Ragan.
A re-examination of the predictability of economic activity using the yield spread
James D. Hamilton, Dong Heon Kim
A nonparametric approach to prediction of interest rates
by Ming He Zhu.
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
Fabio Fornari and Antonio Mele.
Managing interest rate risk
Clive Grumball.
Showing 10 of 11 books