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

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A reappraisal of the leading indicator properties of the yield curve under structural instability. / Schrimpf, A.; Wang, Q.
In: International Journal of Forecasting, Vol. 26, No. 4, 01.10.2010, p. 836-857.

Research output: Contribution to journalArticlepeer-review

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Schrimpf, A & Wang, Q 2010, 'A reappraisal of the leading indicator properties of the yield curve under structural instability.', International Journal of Forecasting, vol. 26, no. 4, pp. 836-857. https://doi.org/10.1016/j.ijforecast.2009.08.005

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Schrimpf A, Wang Q. A reappraisal of the leading indicator properties of the yield curve under structural instability. International Journal of Forecasting. 2010 Oct 1;26(4):836-857. doi: 10.1016/j.ijforecast.2009.08.005

Author

Schrimpf, A. ; Wang, Q. / A reappraisal of the leading indicator properties of the yield curve under structural instability. In: International Journal of Forecasting. 2010 ; Vol. 26, No. 4. pp. 836-857.

RIS

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

VL - 26

SP - 836

EP - 857

JO - International Journal of Forecasting

JF - International Journal of Forecasting

SN - 0169-2070

IS - 4

ER -