The predictive power of the money market term structure

International Journal of Forecasting

Volumn 12, Issue 2, 1996, Pages 289-295

  Engsted, Tom ^a  

^a AARHUS SCHOOL OF BUSINESS   (Denmark)

Author keywords

Expectations hypothesis; Predictive power; Term structure

Indexed keywords

EID: 0030167167     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/0169-2070(95)00624-9     Document Type: Article

References (13)

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