The information in the term structure: A non-parametric investigation

Journal of Forecasting

Volumn 15, Issue 3, 1996, Pages 137-153

  Mizrach, Bruce ^a,b,c  

^a RUTGERS UNIVERSITY   (United States)

^b FEDERAL RESERVE BANK OF NEW YORK   (United States)

^c Center for Children and Childhood Studies   (United States)

Author keywords

Interest rates; Nearest neighbours; Non linear; Non parametric; Term structure

Indexed keywords

EID: 0000196688     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-131x(199604)15:3<137::aid-for615>3.0.co;2-y     Document Type: Article

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