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Publications by PAVOL POVALA

Information in the Term Structure of Yield Curve Volatility

Journal of Finance

English

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The Information Content of the Yield Curve in Australia

Journal of Macroeconomics

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The US Volatility Term Structure: A Principal Component Analysis

AFRICAN JOURNAL OF BUSINESS MANAGEMENT

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UK Macroeconomic Volatility and the Term Structure of Interest Rates*

Oxford Bulletin of Economics and Statistics

Social Sciences

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Riding the Yield Curve

IMF Working Papers

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A Shape-Based Decomposition of the Yield Adjustment Term in the Arbitrage-Free Nelson and Siegel (AFNS) Model of the Yield Curve

Applied Financial Economics

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Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields

Journal of Banking and Finance

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On a Quadratic Model of Yield Term Structure

Vestnik Tomskogo Gosudarstvennogo Universiteta - Upravlenie, Vychislitel'naya Tekhnika i Informatika

Computer Networks

Computer Science Applications

Information Systems

English

News Impact Curve for Stochastic Volatility Models

Economics Letters

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Some Lessons From the Yield Curve

English