We compare parametric and machine learning techniques (namely: Neural Networks) for in–
sample modeling of the yield curve of the BRICS countries (Brazil, Russia, India, China …

The yield curve is an important tool to assess the economic progress of a country. In this
study, we examine the strength of the relationship between term spread and economic …

In this article, we develop a nonparametric functional data analysis (NP-FDA) model to
forecast the term-structure of Brazil, Russia, India, China and South Africa (BRICS). We use …

This paper analyzes the impact of monetary policy, banking liquidity, and macroeconomic
factors on the government bond yield in Vietnam by employing a VAR model. Our findings …

This paper investigates the relationship between the volatility of government bond yields
and liquidity using daily data. We introduce a novel measure of liquidity called Repo Spread …

This paper investigates the relation between yield curve and macroeconomic factors for 10
emerging sovereign bond markets using the sample from January 2006 to April 2019. To …

The term structure of interest rates plays a fundamental role as an indicator of economy and
market trends, as well as a supporting tool for macroeconomic strategies, investment …

A yield curve is a line plotting bond yields (ie interest rates) as a function of their maturity
date (their" expiration date''). When on a national scale, the yield curve represents the …

ساختار زمانی نرخ بهره یا منحنی بازده بیانکننده رابطه بین مدت زمان باقیمانده تا سررسید و
بازدهی اسناد خزانه اسلامی میباشد. اسناد خزانه اسلامی، اسناد با نامی است که دولت بهمنظور تسویه …‎