How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends

Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition

Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR

Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve

Affine arbitrage-free yield net models with application to the euro debt crisis

Forecasting the term structure of option implied volatility: The power of an adaptive method

Sparse-Group Independent Component Analysis with application to yield curves prediction

An adaptive approach to forecasting three key macroeconomic variables for transitional China

HOUSING PRICES IN URBAN CHINA AS DETERMINED BY DEMAND AND SUPPLY

Adaptive dynamic Nelson-Siegel term structure model with applications

A local vector autoregressive framework and its applications to multivariate time series monitoring and forecasting

Term Structure Forecasting: No-Arbitrage Restrictions versus Large Information Set

Co-movements of Shanghai and New York stock prices by time-varying regressions