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SSRNEconometrics & Forecasting

Forecasting the Risk-Free Rates: Practical Forecasting Model for the Future of 10-Year US Treasury Yield through Exogenous Variables

The study introduces a forecasting model for predicting the 10-Year US Treasury Yield based on variables like exchange rates and crude oil prices.

Featured in No. 43 on 3 Apr 2024 · 2 days after release · 0 citations today

Released
1 Apr 2024
First featured
No. 43 · 3 Apr 2024
Citations (Semantic Scholar)
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Identifier
SSRN 4780234

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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