A reappraisal of the leading indicator properties of the yield curve under structural instability.

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

Iaith wreiddiol	Saesneg
Tudalennau (o-i)	836-857
Cyfnodolyn	International Journal of Forecasting
Cyfrol	26
Rhif cyhoeddi	4
Dynodwyr Gwrthrych Digidol (DOIs)	https://doi.org/10.1016/j.ijforecast.2009.08.005
Statws	Cyhoeddwyd - 1 Hyd 2010

Mynediad at Ddogfen

@article{838623570a314bd5b5236030d0b8cf5e,

title = "A reappraisal of the leading indicator properties of the yield curve under structural instability.",

author = "A. Schrimpf and Q. Wang",

year = "2010",

month = oct,

day = "1",

doi = "10.1016/j.ijforecast.2009.08.005",

language = "English",

volume = "26",

pages = "836--857",

journal = "International Journal of Forecasting",

issn = "0169-2070",

publisher = "Elsevier BV",

number = "4",

}

TY - JOUR

T1 - A reappraisal of the leading indicator properties of the yield curve under structural instability.

AU - Schrimpf, A.

AU - Wang, Q.

PY - 2010/10/1

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U2 - 10.1016/j.ijforecast.2009.08.005

DO - 10.1016/j.ijforecast.2009.08.005

M3 - Article

SN - 0169-2070

VL - 26

SP - 836

EP - 857

JO - International Journal of Forecasting

JF - International Journal of Forecasting

IS - 4

ER -