Browsing by Keywords "Yield curve"
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Forecasting interest rates using shifting endpoints in small open economies: evidence from Canada and the UK
(Bilkent University, 2022-06)This thesis examines the forecasting performance of widely used interest rate forecasting methods for small open economies such as Canada and the UK. In particular, I run a horse race between standard models and the ... -
The U.S. Treasury yield curve: 1961 to the present
(Elsevier BV, 2007)The discount function, which determines the value of all future nominal payments, is the most basic building block of finance and is usually inferred from the Treasury yield curve. It is therefore surprising that researchers ...
