SStudyAcademic Library

Dashboard Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The predictive power of the yield curve: a theoretical assessment · Study

ArticleShelves

ArticleThe predictive power of the yield curve: a theoretical assessment

Christel Rendu2003

OA

Articlegreen2003

The predictive power of the yield curve: a theoretical assessment

Christel Rendu · David Stolin

50 citations·0/0 files stored·Journal of Monetary Economics

No readable copy stored yet — this record is metadata only.

Monetary Policy and Economic Impact Financial Markets and Investment Strategies Economic theories and models

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 50 citations exist upstream.

References

1985A Theory of the Term Structure of Interest Rates 1978Asset Prices in an Exchange Economy 1991The Term Structure as a Predictor of Real Economic Activity 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 1992Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model 1988The real term structure and consumption growth 1997The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank 1990What does the term structure tell us about future inflation?

Cited by

2008The Yield Curve as a Predictor of Growth: Long-Run Evidence, 1875–1997 2008The Yield Curve as a Leading Indicator: Frequently Asked Questions 2010Predictive regression with order-p autoregressive predictors 2018The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?2013Forecasting Economic Activity from Yield Curve Factors 2017The decline in the predictive power of the US term spread: A structural interpretation

Details

Year2003

Typearticle

Published2003-10-01

VenueJournal of Monetary Economics

ISSN-L0304-3932

Languageen

Citations50

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.jmoneco.2003.08.007

openalex_workW1963646612

Links

Imported from OpenAlex (CC0) — nothing here is generated.