Testing the Forecasting Ability of Multi-Factor Models on Non-US Interbank Rates
Diana Tunaru, Francesco A. Fabozzi and Frank J. Fabozzi
The Journal of Fixed Income Fall 2021, 31 (2) 7-33; DOI: https://doi.org/10.3905/jfi.2021.1.118
Diana Tunaru
is a lecturer in finance in the Kent School of Business at the University of Kent in Canterbury, UK
Francesco A. Fabozzi
is a doctoral student in data science at the Stevens Institute of Technology in Hoboken, NJ
Frank J. Fabozzi
is a professor of finance at the EDHEC Business School in Nice, France
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In this issue
The Journal of Fixed Income
Vol. 31, Issue 2
Fall 2021
Testing the Forecasting Ability of Multi-Factor Models on Non-US Interbank Rates
Diana Tunaru, Francesco A. Fabozzi, Frank J. Fabozzi
The Journal of Fixed Income Sep 2021, 31 (2) 7-33; DOI: 10.3905/jfi.2021.1.118