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

A. Schrimpf, Q. Wang

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)836-857
JournalInternational Journal of Forecasting
Volume26
Issue number4
DOIs
Publication statusPublished - 1 Oct 2010

Cite this