Has the predictability of the yield spread changed?
Dong Heon Kim, Euihwan Park
| Year of publication: |
2018
|
|---|---|
| Authors: | Kim, Dong-heon ; Park, Euihwan |
| Published in: |
Seoul journal of economics. - Seoul : Univ., ISSN 1225-0279, ZDB-ID 1084412-0. - Vol. 31.2018, 4, p. 449-463
|
| Subject: | Yield spread | Break | Predictability | Expectations effect | Term premium effect | Great Moderation | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Erwartungsbildung | Expectation formation | Volatilität | Volatility | Schätzung | Estimation | Frühindikator | Leading indicator | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
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