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A re-evaluation of the term spread as a leading indicator · Study

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ArticleA re-evaluation of the term spread as a leading indicator

Vasilios Plakandaras2019

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Articlegreen2019

A re-evaluation of the term spread as a leading indicator

Vasilios Plakandaras · Periklis Gogas · Théophilos Papadimitriou · Rangan Gupta

11 citations·0/0 files stored·International Review of Economics & Finance

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

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References

1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 2006Approximately normal tests for equal predictive accuracy in nested models 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards 2002Term Premia and Interest Rate Forecasts in Affine Models 2005Bond Risk Premia 2007The U.S. Treasury yield curve: 1961 to the present 2009Macro Factors in Bond Risk Premia

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Year2019

Typearticle

Published2019-08-30

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations11

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.iref.2019.07.002

openalex_workW2970583449

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