Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
Year of publication: |
1999
|
---|---|
Authors: | Lanne, Markku |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 81.1999, 3, p. 393-398
|
Subject: | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Theorie | Theory | Schätzung | Estimation | USA | United States |
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