Despite powerful advances in yield curve modeling in the last 20 years, comparatively little
attention has been paid to the key practical problem of forecasting the yield curve. In this …

We assess and apply the term-structure model introduced by Nelson and Siegel (1987) and
re-interpreted by Diebold and Li (2005) as a modern three-factor model of level, slope and …

… In this paper we extend Diebold–Li to a global context, modeling a potentially large set of
country yield curves in a framework that allows for both global and country-specific factors. In …

A large number of measures for monitoring risk and uncertainty surrounding macroeconomic
and financial outcomes have been proposed in the literature, and these measures are …

This paper evaluates the popular view that quantitative easing exerts greater international
spillovers than conventional monetary policies. We employ a novel approach to compare the …

The FOMC's announcements of Treasury purchase programs and the subsequent or
contemporaneous statements by the New York Fed about the programs' operational details provide …

This paper provides a systematic assessment of the effect of the Federal Reserve's asset
purchase programs on Treasury yields, with particular emphasis on the role of market …

Cancer is one of the leading causes of death worldwide, yet the drugs currently approved
for cancer treatment are associated with significant side effects, making it urgent to develop …

The description of interest points is a critical aspect of point correspondence which is vital in
some computer vision and pattern recognition tasks. SIFT descriptor has been proven to …

Sharding technique is viewed as the most promising solution to improving blockchain
scalability. However, to implement a sharded blockchain, developers have to address two major …