Forecasting Interest Rates and Yield Spr
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TAE H. PARK; LORNE N. SWITZER
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Article
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1997
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John Wiley and Sons
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English
โ 243 KB
๐ 2 views
Forecasts of interest rates for dierent maturities are essential for forecasts of asset prices. The growth of derivatives markets coupled with the development of complex theories of the term structure of interest rates have provided forecasters with a rich array of variables for predicting interest