Issue navigation
Volume 23, Issue 3, 2025
Special Collection: Fixed Income Markets and Inflation
Articles
Modeling and Forecasting Serially Dependent Yield Curves
Journal of Financial Econometrics, Volume 23, Issue 3, 2025, nbaf012, https://doi.org/10.1093/jjfinec/nbaf012
Articles
Empirical Evaluation of Competing High-Frequency Estimators of Quadratic Variation
Journal of Financial Econometrics, Volume 23, Issue 3, 2025, nbaf007, https://doi.org/10.1093/jjfinec/nbaf007
A spatial analysis of contagion in sovereign credit default swaps
Journal of Financial Econometrics, Volume 23, Issue 3, 2025, nbaf011, https://doi.org/10.1093/jjfinec/nbaf011
SMARTboost Learning for Tabular Data
Journal of Financial Econometrics, Volume 23, Issue 3, 2025, nbae028, https://doi.org/10.1093/jjfinec/nbae028
Identifying and Exploiting Alpha in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors
Journal of Financial Econometrics, Volume 23, Issue 3, 2025, nbae029, https://doi.org/10.1093/jjfinec/nbae029
The U.S. Treasury Term Premia in a Low Interest Rate Regime
Journal of Financial Econometrics, Volume 23, Issue 3, 2025, nbae030, https://doi.org/10.1093/jjfinec/nbae030
FX Comovements and Their Economic Determinants
Journal of Financial Econometrics, Volume 23, Issue 3, 2025, nbae031, https://doi.org/10.1093/jjfinec/nbae031
Bayesian SAR Model with Stochastic Volatility and Multiple Time-Varying Weights
Journal of Financial Econometrics, Volume 23, Issue 3, 2025, nbae035, https://doi.org/10.1093/jjfinec/nbae035
Testing the Zero-Process of Intraday Financial Returns for Non-Stationary Periodicity
Journal of Financial Econometrics, Volume 23, Issue 3, 2025, nbaf013, https://doi.org/10.1093/jjfinec/nbaf013
