Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Vivian Zhanwei Yue

Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach

SSRN Electronic Journal

English

Related publications

Nelson-Siegel Model Approach to the Euro Area Yield Curves

Lietuvos statistikos darbai

English

Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson-Siegel Model

SSRN Electronic Journal

English

Analyzing Oil Futures With a Dynamic Nelson-Siegel Model

Journal of Futures Markets

English

Testing the Performance of Cubic Splines and Nelson-Siegel Model for Estimating the Zero-Coupon Yield Curve

Naše gospodarstvo/Our economy

English

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

English

Bayesian Inference Applied to Dynamic Nelson-Siegel Model With Stochastic Volatility

Brazilian Review of Econometrics

English

Decomposing Global Yield Curve Co-Movement

Journal of Banking and Finance

English

The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach

Canadian Journal of Economics

English

Research and Development Cooperatives and Market Collusion: A Global Dynamic Approach

Journal of Optimization Theory and Applications

Management Science

Applied Mathematics

Operations Research

English