Unveiling the natural yield curve: estimation and policy implications from the case of Korea.

Authors: Do, Kyeongtak¹ (AUTHOR), Park, Kwangyong² (AUTHOR) econ.k.park@gmail.com

Source: Applied Economics. Mar2025, p1-15. 15p. 7 Illustrations.

Subject Terms: *Yield curve (Finance), *Interest rates, *Monetary policy, *Maturity (Finance), Autoregressive models

Deconstructing the Yield Curve.

Authors: Crump, Richard K¹ (AUTHOR), Gospodinov, Nikolay² (AUTHOR)

Source: Review of Financial Studies. Feb2025, Vol. 38 Issue 2, p381-421. 41p.

Subject Terms: *Yield curve (Finance), *Interest rates, *Rate of return on bonds, *Price inflation, *Economic equilibrium, *Economic forecasting, Statistical bootstrapping

Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable?

Authors: Kim, Don H.¹ (AUTHOR) don.h.kim@frb.gov, Priebsch, Marcel A.¹ (AUTHOR) marcel.a.priebsch@frb.gov

Source: Journal of Financial & Quantitative Analysis. Nov2024, Vol. 59 Issue 7, p3500-3530. 31p.

Subject Terms: *Rate of return on government securities, *Yield curve (Finance), *Interest rates, *Rate of return on bonds, *Economic forecasting, *Multiple correspondence analysis (Statistics)

Company/Entity: United States. Dept. of the Treasury , United States. Federal Open Market Committee

An Empirical Implementation of the Shadow Riskless Rate.

Authors: Lauria, Davide¹ (AUTHOR) davide.lauria@unical.it, Park, Jiho² (AUTHOR) jihopark19@gmail.com, Hu, Yuan³ (AUTHOR) yuanhu0326@gmail.com, Lindquist, W. Brent⁴ (AUTHOR) brent.lindquist@ttu.edu, Rachev, Svetlozar T.⁴ (AUTHOR), Fabozzi, Frank J.⁵ (AUTHOR) fabozzi321@aol.com

Source: Risks. Dec2024, Vol. 12 Issue 12, p187. 19p.

Subject Terms: *Yield curve (Finance), *Value capture, Singular value decomposition, Brownian motion, Principal components analysis

Estimating an affine term structure model of interest rates with correlated noise.

Authors: WU, Shu¹ (AUTHOR), Li, Rende² (AUTHOR) lirende@usst.edu.cn

Source: PLoS ONE. 2/13/2025, Vol. 20 Issue 2, p1-21. 21p.

Subject Terms: *YIELD curve (Finance), *WHITE noise, *ELECTRONIC data processing, *NOISE

Terahertz Optical Ultrasensitive Glucose Detection Using Graphene and Silver Surface Plasmon Resonance Metasurfaces for Biomedical Applications.

Authors: Wekalao, Jacob¹ (AUTHOR), Albargi, Hasan B.² (AUTHOR) hbalbargi@nu.edu, Patel, Shobhit K.³ (AUTHOR) shobhitkumar.patel@marwadieducation.edu.in, Jalalah, Mohammed⁴ (AUTHOR), Almawgani, Abdulkarem H. M.⁴ (AUTHOR), Manvani, R.⁵ (AUTHOR), Armghan, Ammar⁶ (AUTHOR)

Source: Plasmonics. Jan2025, Vol. 20 Issue 1, p373-385. 13p.

Subject Terms: *CURVE fitting, *YIELD curve (Finance), *DIABETES, *GRAPHENE, *BIOSENSORS, *SURFACE plasmon resonance

Test Your Financial Literacy.

Authors: BODNAR, JANET (AUTHOR) Janet.Bodnar@futurenet.com

Source: Kiplinger Personal Finance. Jan2025, Vol. 79 Issue 1, p52-53. 2p. 1 Color Photograph.

Subject Terms: *Stocks (Finance), *Yield curve (Finance), *Interest rates, *Personal finance, *Stock funds

Model-Free Term Structure of U.S. Dividend Premiums.

Authors: Ulrich, Maxim¹ (AUTHOR) maxim.ulrich@kit.edu, Florig, Stephan² (AUTHOR), Seehuber, Ralph¹ (AUTHOR)

Source: Review of Financial Studies. Mar2023, Vol. 36 Issue 3, p1289-1318. 30p.

Subject Terms: *Yield curve (Finance), *Dividends, *Risk premiums, *Options (Finance), *Rate of return on stocks, *Standard & Poor's 500 Index

Geographic Terms: United States, Europe

Dynamic Asset Pricing in a Unified Bachelier–Black–Scholes–Merton Model.

Authors: Lindquist, W. Brent¹ (AUTHOR) brent.lindquist@ttu.edu, Rachev, Svetlozar T.¹ (AUTHOR) zari.rachev@ttu.edu, Gnawali, Jagdish¹ (AUTHOR) jgnawali@ttu.edu, Fabozzi, Frank J.² (AUTHOR) ffabozz1@jhu.edu

Source: Risks. Sep2024, Vol. 12 Issue 9, p136. 24p.

Subject Terms: *Yield curve (Finance), *Prices of securities, *Time-based pricing, *Prices, *Banking industry

殖利率曲線中的物價膨脹預期能否 解釋部門別價格指數的變.

Alternate Title: CAN INFLATION EXPECTATIONS IN THE YIELD CURVE EXPLAIN CHANGES IN SECTORAL PRICE INDICES?.

Authors: 張銘仁^1,2 mjchang@nuu.edu.tw, 謝易霖³

Source: Taiwan Economic Forecast & Policy. Oct2024, Vol. 55 Issue 1, p39-88. 50p.

Subject Terms: *Yield curve (Finance), *Price indexes, *Interest rates, *Corporate debt, *Prices

Why Have Long-term Treasury Yields Fallen Since the 1980s? Expected Short Rates and Term Premiums in (Quasi-) Real Time.

Authors: Kiley, Michael T. mkiley@frb.gov

Source: Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series. Jul2024, p1-23. 23p.

Subject Terms: *Yield curve (Finance), *Real-time computing, *Treasury management systems, *Interest rates, *Premiums (Retail trade)

Not all REITs are alike: modelling the dynamic connectedness of sectoral REITs and the US yield curve.

Authors: Umar, Zaghum^1,2 (AUTHOR) zaghum.umar@gmail.com, Teplova, Tamara³ (AUTHOR)

Source: Applied Economics. Jul2024, p1-17. 17p. 5 Illustrations.

Subject Terms: *Real estate investment trusts, *Yield curve (Finance), *Investors, *Marketing management, Dynamic models

Alternative Monetary Policy Commitments and the Yield Curve.

Authors: Gai, Prasanna¹ (AUTHOR), Haworth, Cameron¹ (AUTHOR) cameron.haworth@auckland.ac.nz

Source: Economic Record. Jun2024, Vol. 100 Issue 329, p137-159. 23p.

Subject Terms: *Yield curve (Finance), *Investment information, *Individual investors, *Economic recovery, *Private banks, *Monetary policy, Chemical yield

Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models.

Authors: León-Pérez, Belén¹ (AUTHOR), Moreno, Manuel² (AUTHOR) manuel.moreno@uclm.es

Source: Annals of Operations Research. Jun2024, Vol. 337 Issue 1, p167-196. 30p.

Subject Terms: *Yield curve (Finance), *Prices, *Fixed incomes, *Fixed-income securities, Sensitivity analysis

The term structure of interest rates and economic activity: Evidence from the COVID-19 pandemic.

Authors: Salachas, Evangelos¹ evansalachas@aueb.gr, Kouretas, Georgios P.^1,2, Laopodis, Nikiforos T.³

Source: Journal of Forecasting. Jul2024, Vol. 43 Issue 4, p1018-1041. 24p.

Subject Terms: *Yield curve (Finance), *Economic activity, *COVID-19 pandemic, *Interest rate forecasting, Developed countries

Geographic Terms: United States

Reassessing the Predictive Power of the Yield Spread for Recessions in the United States.

Authors: Coe, Patrick J.^1,2 (AUTHOR) patrick.coe@carleton.ca, Vahey, Shaun P.^2,3 (AUTHOR)

Source: Journal of Applied Econometrics. Mar2025, Vol. 40 Issue 2, p231-236. 6p.

Subject Terms: *Yield curve (Finance), *Recessions, *Forecasting, Credit spread, Futurologists

Net Reserve Calculation for Whole Life Insurance Under Mean-Reverting Stochastic Interest Rate Models.

Authors: Lyu, Haoqi¹ (AUTHOR) lyuhq@connect.hku.hk, Yang, Hailiang² (AUTHOR) hailiang.yang@xjtlu.edu.cn

Source: Asia-Pacific Journal of Risk & Insurance. Mar2025, p1. 30p. 16 Illustrations.

Subject Terms: *Interest rates, *Yield curve (Finance), *Insurance reserves, *Insurance companies, Life insurance policies

Using the Test Guardband Estimation Method to Forecast Future Semiconductor Yield Trends.

Authors: Yeh, Chung-Huang¹ (AUTHOR) yehsony@gmail.com, Chen, Jwu E.² (AUTHOR) jwu.e.chen@gmail.com

Source: IETE Journal of Research. Aug2024, Vol. 70 Issue 8, p6988-7001. 14p.

Subject Terms: *MANUFACTURING defects, *YIELD curve (Finance), *SEMICONDUCTOR technology, *INTEGRATED circuits, *PRODUCT quality

UNCERTAINTY, FINANCIAL MARKETS, AND FUND FLOWS TO SOUTH AFRICA.

Authors: French, Joseph J.¹ joseph@ait.ac.th, Ocran, Matthew Kofi², Chatterjee, Ujjal K.³, Seungho Shin⁴

Source: Journal of Developing Areas. Summer2024, Vol. 58 Issue 3, p67-89. 23p.

Subject Terms: *YIELD curve (Finance), *FINANCIAL markets, *ECONOMIC indicators, *PRICES, *UNEMPLOYMENT statistics, *SUDDEN death

Geographic Terms: SOUTH Africa

The term structure of equity yields—a bottom-up approach.

Authors: Schröder, David¹ (AUTHOR) d.schroeder@bbk.ac.uk

Source: Review of Finance. Mar2024, Vol. 28 Issue 2, p661-697. 37p.

Subject Terms: *Bonds (Finance), *Yield curve (Finance), *Risk premiums, *Market capitalization, *Rate of return on stocks