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

Research output: Contribution to journalArticlepeer-review

Electronic versions

  • A. Schrimpf
  • Q. Wang
Original languageEnglish
Pages (from-to)836-857
JournalInternational Journal of Forecasting
Volume26
Issue number4
DOIs
Publication statusPublished - 1 Oct 2010
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