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The predictive power of the money market term structure · Study

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ArticleThe predictive power of the money market term structure

Tom Engsted1996

Article1996

The predictive power of the money market term structure

30 citations·0/0 files stored·International Journal of Forecasting

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Forecasting Techniques and Applications

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 30 citations exist upstream.

References

1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View 1991The Term Structure as a Predictor of Real Economic Activity 2008Term Structure of Interest Rates 1986The Changing Behavior of the Term Structure of Interest Rates 1992A Cointegration Analysis of Treasury Bill Yields 2008A Cointegration Analysis of Treasury Bill Yields 1994The term structure spread and future changes in long and short rates in the G7 countries

Cited by

2002Measures of Fit for Rational Expectations Models 2006Term structure of interest rates and the expectation hypothesis: The euro area 2000Are German money market rates well behaved?

Details

Year1996

Typearticle

Published1996-06-01

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations30

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/0169-2070(95)00624-9

openalex_workW2005217532

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