Testing the Forecasting Ability of Multi-Factor Models on Non-US Interbank Rates

Diana Tunaru; Francesco A. Fabozzi; Frank J. Fabozzi

doi:10.3905/jfi.2021.1.118

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, jfi.2021.1.118; DOI: https://doi.org/10.3905/jfi.2021.1.118

Diana Tunaru

is a lecturer in finance at the Kent School of Business at the University of Kent in Canterbury, UK

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Francesco A. Fabozzi

is a doctoral student in data science at the Stevens Institute of Technology in Hoboken, NJ

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Frank J. Fabozzi

is a professor of finance at the EDHEC Business School in Nice, France

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The Journal of Fixed Income

Vol. 31, Issue 4

Spring 2022

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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 Jul 2021, jfi.2021.1.118; DOI: 10.3905/jfi.2021.1.118

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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 Jul 2021, jfi.2021.1.118; DOI: 10.3905/jfi.2021.1.118

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