On the yield curve and the performance of some popular fixed-income strategies

Author:

Kung Ka Po,Liu QiORCID

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference55 articles.

1. What does the yield curve tell us about GDP growth?;Ang;Journal of Econometrics,2006

2. Riding the yield curve: An analysis of international evidence;Ang;Journal of Fixed Income,1998

3. The role of securities in the optimal allocation of risk-bearing;Arrow;Review of Economic Studies,1964

4. Partial Differential Equations with Fourier Series and Boundary Value Problems;Asmar,2016

5. When can you immunize a bond portfolio?;Balbas;Journal of Banking and Finance,1998

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