@misc{GARCHRecord0025,
  title = {{Factor Covariance in Yield-Curve Risk Forecasts: Evidence from U.S. Treasury Yields}},
  author = {Yang, Fuli and Lin, Shiyu},
  year = {2026},
  url = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7400719},
  howpublished = {SSRN}
}