Publications by the researcher in collaboration with Mirko Abbritti (4)

2024

  1. Downturns and changes in the yield slope

    Journal of Forecasting, Vol. 43, Núm. 3, pp. 673-701

2023

  1. Term premium in a fractionally cointegrated yield curve

    Journal of Banking and Finance, Vol. 149

2018

  1. Global factors in the term structure of interest rates

    International Journal of Central Banking, Vol. 14, Núm. 2, pp. 301-339

2016

  1. Term structure persistence

    Journal of Financial Econometrics, Vol. 14, Núm. 2, pp. 331-352