Forecasting yield spreads under crisis-induced multiple breakpoints
Caterina Forti Grazzini and Massimo Guidolin
| Year of publication: |
2013
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|---|---|
| Authors: | Grazzini, Caterina Forti ; Guidolin, Massimo |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 16/18, p. 1656-1664
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| Subject: | yield spreads | structural breaks | forecasting accuracy | random walk | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Random Walk | Random walk | Kapitaleinkommen | Capital income | Wirtschaftsprognose | Economic forecast | Prognose | Forecast | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010222827