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The information content of interest rate spreads across financial systems

✍ Scribed by Frank Browne; Warren Tease

Book ID
116101472
Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
456 KB
Volume
39
Category
Article
ISSN
0165-1765

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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