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A Macro?Finance Model of the Term Structure, Monetary Policy and the Economy. (2008). Wu, Tao ; Rudebusch, Glenn D.
In: Economic Journal.
RePEc:wly:econjl:v:118:y:2008:i:530:p:906-926.

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  5. A robust model for the term structure of interest rates: some applications in Colombia. (2023). Rodríguez-Novoa, Daniela ; Sanchez-Quinto, Camilo Eduardo ; Rodriguez-Novoa, Daniela ; Cabrera-Rodriguez, Wilmar Alexander.
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  17. Spread position as a leading economic indicator. (2022). Park, Yang-Ho.
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  18. Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets. (2022). Zaremba, Adam ; Umar, Zaghum ; Aharon, David Y ; Kizys, Renatas.
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  23. What Drives the Nominal Yield Curve in Brazil?. (2021). Fernandes, Marcelo ; Reis, Yuri ; Nunes, Clemens.
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  27. A Quantitative Evaluation to Interest Rate Marketization Reform in China. (2021). Zhang, Zhengyi ; Cai, Zongwu ; Peng, Yan ; Yuan, Jing.
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  28. Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID. (2021). Jeleskovic, Vahidin ; Demertzidis, Anastasios.
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  31. The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation. (2021). Tzavalis, Elias ; Argyropoulos, Efthymios.
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  32. The predictive power of Nelson–Siegel factor loadings for the real economy. (2021). Ma, Jun ; Jiao, Anqi ; Han, Yang.
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  38. Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria. (2021). Makarieva, Martina.
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  39. A Multicountry Model of the Term Structures of Interest Rates with a GVAR. (2021). Moura, Rubens ; Candelon, Bertrand.
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  46. Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta.
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  47. A macro–financial analysis of the corporate bond market. (2019). Lyrio, Marco ; Lemke, Wolfgang ; Iania, Leonardo ; Dewachter, Hans.
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  49. Assessing the Macroeconomic Impact of the ECB’s Asset Purchase Programme in a Dynamic Nelson–Siegel Modelling Framework. (2019). Zhou, Siwen.
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  50. Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G.
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  51. Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles.
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  52. Forecasting Term Structure of Interest Rates in Japan. (2019). Ishii, Hokuto.
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  53. MoNK: Mortgages in a New-Keynesian Model. (2019). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos.
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  54. Information in Yield Spread Trades. (2019). Park, Yang-Ho.
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  55. Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model. (2019). Stona, Filipe ; Caldeira, Joo F.
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  56. Term structure dynamics in a monetary economy with learning. (2019). Ono, Sadayuki .
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  57. MoNK: Mortgages in a New-Keynesian Model. (2019). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos ; Carriga, carlos .
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  58. Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta.
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  59. Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles.
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  60. Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2018). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G.
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  61. Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2018). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G.
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  62. Macroeconomic shocks and evolution of term structure of interest rate: A dynamic latent factor approach. (2018). Hatekar, Neeraj ; Singh, Sanjay.
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  63. YIELD CURVE IN BOSNIA AND HERZEGOVINA: FINANCIAL AND MACROECONOMIC FRAMEWORK. (2018). Baskot, Bojan ; Mikerevic, Dejan ; Orsag, Silvije.
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  66. The term structure of liquidity premia and the macroeconomy in Canada: A dynamic latent-factor approach. (2018). Lange, Ronald Henry.
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  67. Weak instruments and estimated monetary policy rules. (2018). BAYAR, OMER .
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  70. Macroeconomic determinants of the term structure: Long-run and short-run dynamics. (2018). Doshi, Hitesh ; Liu, Rui ; Jacobs, Kris.
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  74. Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach(Forthcoming in Asia-Pacific Financial Markets. ). (2018). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G.
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  85. Macroeconomic fundamentals and latent factor of the EU yield curve. (2017). Acatrinei, Marius .
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  90. RESPONSES OF TERM STRUCTURE OF INTEREST RATES AND ASSET PRICES TO MONETARY POLICY SHOCKS: EVIDENCE FROM TURKEY. (2017). Yildirim-Karaman, Secil ; Eroglu, Burak.
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  94. What Derives the Bond Portfolio Value-at-Risk: Information Roles of Macroeconomic and Financial Stress Factors. (2016). Tu, Anthony H ; Chen, Cathy Yi-Hsuan.
    In: SFB 649 Discussion Papers.
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  95. Restrictions on Risk Prices in Dynamic Term Structure Models. (2016). Bauer, Michael.
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  96. Term Structure of Interest Rates: Macro-Finance Approach. (2016). Stork, Zbynek .
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  97. The term structure of interest rates in an estimated New Keynesian policy model. (2016). Buncic, Daniel ; Lentner, Philipp .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:50:y:2016:i:c:p:126-150.

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  98. Can monetary policy surprises affect the term structure?. (2016). Dungey, Mardi ; Claus, Edda.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:47:y:2016:i:pa:p:68-83.

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  99. Heterogeneous agents, the financial crisis and exchange rate predictability. (2016). Buncic, Daniel ; Piras, Gion Donat .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:60:y:2016:i:c:p:313-359.

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  100. Investigating United Kingdoms monetary policy with Macro-Factor Augmented Dynamic Nelson–Siegel models. (2016). Levant, Jared ; Ma, Jun.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:37:y:2016:i:c:p:117-127.

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  101. Estimating dynamic equilibrium models using mixed frequency macro and financial data. (2016). van der Wel, Michel ; Posch, Olaf ; Christensen, Bent Jesper.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:194:y:2016:i:1:p:116-137.

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  102. Long memory affine term structure models. (2016). Golinski, Adam ; Zaffaroni, Paolo ; Goliski, Adam .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:191:y:2016:i:1:p:33-56.

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  103. Bond Market Exposures to Macroeconomic and Monetary Policy Risks. (2016). Song, Dongho.
    In: Boston College Working Papers in Economics.
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  104. Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability. (2015). Buncic, Daniel ; Piras, Gion Donat .
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  105. Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates. (2015). de Vries, Casper ; Wang, Xuedong .
    In: Tinbergen Institute Discussion Papers.
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  106. Disentangling the Predictive Power of Term Spreads under Inflation Targeting. (2015). Lee, Ji Young .
    In: International Economic Journal.
    RePEc:taf:intecj:v:29:y:2015:i:3:p:419-450.

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  107. Change Detection and the Casual Impact of the Yield Curve. (2015). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, .
    In: NCER Working Paper Series.
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  108. Extracting Market Inflation Expectations: A Semi-structural Macro-finance Term Structure Model. (2015). Apaitan, Tosapol.
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  109. Extracting Market Inflation Expectations: A Semi-structural Macro-finance Term Structure Model. (2015). Apaitan, Tosapol.
    In: PIER Discussion Papers.
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  110. Measuring monetary policy and its impact on the bond market of an emerging economy. (2015). Sensarma, Rudra ; Bhattacharyya, Indranil.
    In: MPRA Paper.
    RePEc:pra:mprapa:81067.

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  111. Asset Pricing in a Monetary Economy with Heterogeneous Beliefs. (2015). Croitoru, Benjamin ; Lu, Lei.
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:9:p:2203-2219.

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  112. Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets. (2015). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU.
    In: Working Papers.
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  113. Macroeconomic regimes. (2015). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:70:y:2015:i:c:p:51-71.

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  114. Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?. (2015). Nawosah, Vivekanand ; Harris, Richard ; Bulkley, George .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:58:y:2015:i:c:p:179-193.

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  115. Predicting exchange rate cycles utilizing risk factors. (2015). Straetmans, Stefan ; Ahmed, Jameel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:34:y:2015:i:c:p:112-130.

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  116. Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates. (2015). de Vries, Casper ; Wang, Xuedong .
    In: CESifo Working Paper Series.
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  117. Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach. (2015). Meldrum, Andrew ; Andreasen, Martin M.
    In: Bank of England working papers.
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  118. The term structure of interest rates in a small open economy DSGE model with Markov switching. (2014). Maršál, Aleš ; Horvath, Roman ; Maral, Ale .
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  119. Applying a Macro-Finance Yield Curve to UK Quantitative Easing. (2014). Waters, Alex ; Chadha, Jagjit.
    In: Studies in Economics.
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  120. Determinants of Yields on Government Securities in India. (2014). Dua, Pami.
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:8:y:2014:i:4:p:375-400.

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  121. Investors and Central Banks Uncertainty Embedded in Index Options. (2014). David, Alexander ; Veronesi, Pietro.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:27:y:2014:i:6:p:1661-1716..

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  122. Monetary policy regimes: Implications for the yield curve and bond pricing. (2014). De Giorgi, Enrico ; Audrino, Francesco ; Filipova, Kameliya .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:113:y:2014:i:3:p:427-454.

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  123. Applying a macro-finance yield curve to UK quantitative Easing. (2014). Waters, Alex ; Chadha, Jagjit.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:39:y:2014:i:c:p:68-86.

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  124. Detecting big structural breaks in large factor models. (2014). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; JuanJ. Dolado, .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:180:y:2014:i:1:p:30-48.

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  125. Testable implications of affine term structure models. (2014). Wu, Jing Cynthia ; Hamilton, James.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p2:p:231-242.

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  126. The small open macroeconomy and the yield curve: A state-space representation. (2014). Lange, Ronald H..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:1-21.

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  127. Stock prices and monetary policy shocks: A general equilibrium approach. (2014). Giannitsarou, Chryssi ; Challe, Edouard.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:40:y:2014:i:c:p:46-66.

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  128. The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models. (2013). Niu, Linlin ; Zeng, Gengming .
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  129. Identifying Taylor Rules in Macro-finance Models. (2013). Zin, Stanley ; Chernov, Mikhail ; Backus, David.
    In: Working Papers.
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  130. Detecting Big Structural Breaks in Large Factor Models. (2013). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: Economics Series Working Papers.
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  131. Identifying monetary policy in macro-finance models. (2013). Zviadadze, Irina ; Zin, Stanley ; Chernov, Mikhail ; Backus, David.
    In: NBER Working Papers.
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  132. Regime-switching measure of systemic financial stress. (2013). Abdymomunov, Azamat.
    In: Annals of Finance.
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  133. Bond returns and market expectations. (2013). Costantini, Riccardo ; Altavilla, Carlo ; Carlo Altavilla , ; Giacomini, Raffaella.
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  134. Risk, uncertainty and monetary policy. (2013). Lo Duca, Marco ; Hoerova, Marie ; Bekaert, Geert.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:7:p:771-788.

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  135. No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth. (2013). Pegoraro, Fulvio ; Monfort, Alain ; Jardet, Caroline.
    In: Journal of Banking & Finance.
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  136. The contribution of US bond demand to the US bond yield conundrum of 2004–2007: An empirical investigation. (2013). Stewart, Chris ; Goda, Thomas ; Lysandrou, Photis.
    In: Journal of International Financial Markets, Institutions and Money.
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  137. Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan. (2013). Moussa, Zakaria ; Kagraoka, Yusho .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:25:y:2013:i:c:p:181-201.

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  138. Bond Pricing and the Macroeconomy. (2013). Duffee, Gregory R.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-907-967.

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  139. Macro-expectations, aggregate uncertainty, and expected term premia. (2013). Schrimpf, Andreas ; Schmeling, Maik ; Dick, Christian.
    In: European Economic Review.
    RePEc:eee:eecrev:v:58:y:2013:i:c:p:58-80.

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  140. Monetary policy regimes and the term structure of interest rates. (2013). Chernov, Mikhail ; Bikbov, Ruslan .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:1:p:27-43.

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  141. The yield curve and the macroeconomy: Evidence from Turkey. (2013). Kaya, Huseyin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:100-107.

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  142. On the informational role of term structure in the US monetary policy rule. (2013). Vázquez, Jesús ; Vazquez, Jesus ; Maria-Dolores, Ramon ; Londoo, Juan-Miguel .
    In: Journal of Economic Dynamics and Control.
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  143. Long-term interest rates, risk premia and unconventional monetary policy. (2013). Kulish, Mariano ; Jones, Callum.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2547-2561.

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  144. Risk, uncertainty and monetary policy. (2013). Lo Duca, Marco ; Hoerova, Marie ; Bekaert, Geert.
    In: Working Paper Series.
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  145. Identifying Taylor rules in macro-finance models. (2013). Zin, Stanley ; Chernov, Mikhail ; Backus, David.
    In: CEPR Discussion Papers.
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  146. Macroeconomic and monetary policy surprises and the term structure of interest rates. (2013). Pericoli, Marcello.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_927_13.

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  147. Interest Rates with Long Memory: A Generalized Affine Term-Structure Model. (2013). Osterrieder, Daniela .
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  148. Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set. (2012). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
    In: Journal of Forecasting.
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  149. Understanding bond risk premia. (2012). Povala, Pavol ; Cieslak, Anna.
    In: 2012 Meeting Papers.
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  150. Bond Risk Premiums and Optimal Monetary Policy. (2012). Palomino, Francisco.
    In: Review of Economic Dynamics.
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  151. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
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  152. Identification and Estimation of Gaussian Affine Term Structure Models. (2012). Wu, Jing Cynthia ; Hamilton, James.
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  153. Measuring the natural yield curve. (2012). Kotłowski, Jacek ; Brzoza-Brzezina, Michal ; Kotowski, Jacek.
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  154. Skewness Risk and Bond Prices. (2012). Ruge-Murcia, Francisco.
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  155. Skewness Risk and Bond Prices. (2012). Ruge-Murcia, Francisco.
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  156. What Drives Short Rate Dynamics? A Functional Gradient Descent Approach. (2012). Audrino, Francesco.
    In: Computational Economics.
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  157. Bond pricing and the macroeconomy. (2012). Duffee, Greg.
    In: Economics Working Paper Archive.
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  158. Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects. (2012). Fricke, Christoph.
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  159. The causal structure of bond yields. (2012). Wang, Zijun.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:1:p:93-102.

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  160. Level, slope, curvature of the sovereign yield curve, and fiscal behaviour. (2012). Martins, Manuel ; Afonso, Antonio ; Martins, Manuel M. F., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:6:p:1789-1807.

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  161. Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields. (2012). Hautsch, Nikolaus ; Ou, Yangguoyi .
    In: Journal of Banking & Finance.
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  162. Identification and estimation of Gaussian affine term structure models. (2012). Wu, Jing Cynthia ; Hamilton, James.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:168:y:2012:i:2:p:315-331.

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  163. Evolving macroeconomic perceptions and the term structure of interest rates. (2012). Wei, Min ; Orphanides, Athanasios.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:2:p:239-254.

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  164. The yield curve and the macro-economy across time and frequencies. (2012). Martins, Manuel ; Aguiar-Conraria, Luís ; Martins, Manuel M. F., ; Soares, Maria Joana.
    In: Journal of Economic Dynamics and Control.
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  165. Bayesian inference in a Stochastic Volatility Nelson–Siegel model. (2012). Yang, Fuyu ; Hautsch, Nikolaus.
    In: Computational Statistics & Data Analysis.
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  166. A DSGE model with Endogenous Term Structure. (2012). Marzo, Massimiliano ; Falagiarda, Matteo.
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  167. Expected inflation and inflation risk premium in the euro area and in the United States. (2012). Pericoli, Marcello.
    In: Temi di discussione (Economic working papers).
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  168. Assessing macro influence on Brazilian yield curve with affine models. (2011). Moreira, Ajax ; Matsumura, Marco .
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:15:p:1847-1863.

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  169. News Shocks and the Term Structure of Interest Rates: A Challenge for DSGE Models. (2011). Otrok, Christopher ; Kurmann, André.
    In: 2011 Meeting Papers.
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  170. Animal spirits, liquidity-preference and Keynesian behavioural macroeconomics: An intertemporal framework. (2011). Koutsobinas, Thodoris.
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  171. Investors and Central Banks Uncertainty Embedded in Index Options. (2011). David, Alexander ; Veronesi, Pietro.
    In: NBER Working Papers.
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  172. On Brazil’s Term Structure; Stylized Facts and Analysis of Macroeconomic Interactions. (2011). Waldo, Marco Rodriguez ; Alves, Luiz ; Munclinger, Richard ; Cabral, Rodrigo .
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  173. A Macro-Finance Approach to Exchange Rate Determination. (2011). Tsang, Kwok Ping ; Chen, Yu-Chin .
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  174. Time-variation in term premia: International survey-based evidence. (2011). Wolff, Christian ; Verschoor, Willem ; Jongen, Ron ; Wolff, Christian C. P., ; Verschoor, Willem F. C., .
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  175. Term structure modelling with observable state variables. (2011). Huse, Cristian.
    In: Journal of Banking & Finance.
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  176. Yield curve in an estimated nonlinear macro model. (2011). Doh, Taeyoung.
    In: Journal of Economic Dynamics and Control.
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  177. Detecting big structural breaks in large factor models. (2011). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Cabrales, Antonio ; Albornoz, Facundo.
    In: UC3M Working papers. Economics.
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  178. Japanese Yield Curves In and Out of a Zero Rate Environmnet: A Macro-Finance Perspective. (2011). Koeda, Junko.
    In: CARF F-Series.
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  179. Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach. (2011). Giannitsarou, Chryssi ; Challe, Edouard.
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  180. A Macro-Finance Approach to Exchange Rate Determination. (2010). Tsang, Kwok Ping ; Chen, Yu-Chin .
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  181. How Well Does Sticky Information Explain Inflation and Output Inertia?. (2010). Carrillo, Julio ; Carrillo Julio A., .
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  182. A Macro-Finance Approach to Exchange Rate Determination. (2010). Tsang, Kwok Ping ; Chen, Yu-chin.
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  183. Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility. (2010). Laurini, Márcio ; Portugal, Marcelo S ; Caldeira, Joo F.
    In: Brazilian Review of Econometrics.
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  184. News Shocks and the Slope of the Term Structure of Interest Rates. (2010). Otrok, Christopher ; Kurmann, André.
    In: Cahiers de recherche.
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  185. Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour. (2010). Martins, Manuel ; Afonso, Antonio ; Manuel M. F. Martins, .
    In: Working Papers Department of Economics.
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  186. Quantitative Easing, Credibility and the Time-Varying Dynamics of the Term Structure of Interest rate in Japan. (2010). Moussa, Zakaria ; Kagraoka, Yusho .
    In: Working Papers.
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  187. Macro-finance models of interest rates and the economy. (2010). Rudebusch, Glenn ; GlennD. Rudebusch, .
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  188. Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model. (2010). van Dijk, Dick ; Groenen, Patrick ; Exterkate, Peter ; Heij, C. ; van Dijk, D. J. C., ; Groenen, P. J. F., .
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  189. On the Informational Role of Term Structure in the U.S. Monetary Policy Rule. (2010). Londoo, Juan Miguel ; Maria-Dolores, Ramon ; Perez, Jesus Vazquez .
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  190. Intelligible factors for the yield curve. (2010). Lenz, Carlos ; Lengwiler, Yvan.
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