Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 3 of 3 for “"US yield"”.
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US yield forecasting using crop condition ratings
This thesis studied the relationship between US average yield for the five main crops grown in the United States, corn, soybeans, upland cotton, winter wheat, and spring wheat, and crop condition ratings from 1986 to 2015. Three statistical models were tested, the first one including all categories …
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Investigating Systemic Risk with Co-occurrence Networks – Studies from the fields of sovereign bond and energy markets
… of the Fed and the ECB on the sovereign yield curve network This study investigates the sovereign yield curve network of 12 developed countries. The term structure of interest rates into the Level, Slope, and Curvature factors are decomposed by using the Diebold and Li model. The …
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Modelling Term and Inflation Risk Premia in the South African Bond Market
A variety of approaches has been used to estimate the term premium of bond yields. Early attempts include linear regression models, such as those of Fama and Bliss (1987) and Cochrane and Piazzesi (2005), but these have been shown to be inconsistent and lacking in robustness (Kim and Orphanides …