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A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability

Refereed Journal // 2010
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Refereed Journal // 2010

A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability

Schrimpf, Andreas and Qingwei Wang (2010), A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability, International Journal of Forecasting 26 , 836-857

Authors Andreas Schrimpf // Qingwei Wang