research
∙
05/18/2023
Dynamic Term Structure Models with Nonlinearities using Gaussian Processes
The importance of unspanned macroeconomic variables for Dynamic Term Str...
research
∙
04/29/2022
On Unspanned Latent Risks in Dynamic Term Structure Models
We explore the importance of information hidden from the yield curve and...
research
∙
04/22/2022