Yield Curve Modeling and Forecasting
SpeakerFrancis X. Diebold (University of Pennsylvania) and Glenn Rudebusch (Federal Reserve Bank of San Francisco)
June 23, 2010 until June 25, 2010
This was a joint lecture by Professor Francis X. Diebold and Professor Glenn Rudebusch. These Lectures are part of the Princeton University Press Lectures, a project of Princeton University Press (PUP), the Econometric Institute at Erasmus University Rotterdam, and Tinbergen Institute.
Professor Francis X. Diebold is Professor of Finance and Statistics and Co-Director of the Wharton Financial Institutions Center at the University of Pennsylvania.
Professor Glenn Rudebusch is Senior Vice President and Associate Director of the Federal Reserve Bank of San Francisco.