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

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	836-857
Journal	International Journal of Forecasting
Volume	26
Issue number	4
DOIs	https://doi.org/10.1016/j.ijforecast.2009.08.005
Publication status	Published - 1 Oct 2010

Access to Document

@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

Y1 - 2010/10/1

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 -