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The yield spread puzzle and the information content of SPF forecasts

✍ Scribed by Kajal Lahiri; George Monokroussos; Yongchen Zhao

Book ID
119232295
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
176 KB
Volume
118
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