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Yield Curve Predictability, Regimes, and Macroeconomic Information : A Data-Driven Approach

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abstract http://ideas.repec.org/p/usg/dp2009/2009-10.html
   
type working paper (English)
   
keywords
   
date of appearance 2009
issuer institution University of St. Gallen Department of Economics
series title University of St. Gallen Department of Economics working paper series 2009
publisher University of St. Gallen (St. Gallen)
review not reviewed
   
citation Audrino, F., & Filipova, K., University of St. Gallen Department of Economics (Eds.), (2009). Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach. University of St. Gallen Department of Economics working paper series 2009. St. Gallen: University of St. Gallen.