A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability

Refereed Journal // 2010
Refereed Journal // 2010

A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability

Schrimpf, Andreas and Qingwei Wang (2010), A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability, International Journal of Forecasting 26 , 836-857