How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
Year of publication: |
2011
|
---|---|
Authors: | Carriero, Andrea ; Giacomini, Raffaella |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 164.2011, 1, p. 21-34
|
Subject: | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Theorie | Theory |
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