The 5 references in paper Basma Bekdache, Christopher F. Baum (1997) “The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates” / RePEc:boc:bocoec:372

1
Computer Science in Economics and Management Ad[1] Baum, C.F. and C. F. Thies, 1992, On the construction of monthly
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2
Econometrica Econometrica
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Numerische Mathematik Journal of Finance, [10] Duffie, Darrell, 1996, Spe
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Reserve Board of Governors.
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5
Computational Eco[12] Fisher, M.E. and D. Zervos, 1996, Yield Curve, in , H. VarMathematica nomics and Finance: Modeling and Analysis with ian, ed. Springer-Verlag, New York. [13] Gilles, Christian, 1997, private
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