Term structure forecasting of government bond yields with latent and macroeconomic factors: Do macroeconomic factors imply better out-of-sample forecasts?

Wali Ullah, Yoshihiko Tsukuda, Yasumasa Matsuda

Research output: Contribution to journalArticlepeer-review

9 Citations (Scopus)

Fingerprint Dive into the research topics of 'Term structure forecasting of government bond yields with latent and macroeconomic factors: Do macroeconomic factors imply better out-of-sample forecasts?'. Together they form a unique fingerprint.

Business & Economics

Mathematics

Engineering & Materials Science