Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]
comparing h-month ahead forecasts for the 1-month Treasury yield implied by
the EH with the forecasts from both a random-walk …, random walk, time-varying risk premium
The views expressed here are the author’s and do not necessarily reflect the … rate. Consequently, recent evidence indicating that it is very difficult to improve on
a random walk forecasts of short …