Testing the "spread"
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Bibliographic InfoArticle provided by Federal Reserve Bank of Chicago in its journal Economic Perspectives.
Volume (Year): (1989)
Issue (Month): Jul ()
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- Arturo Estrella & Frederic S. Mishkin, 1995.
"The term structure of interest rates and its role in monetary policy for the European Central Bank,"
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- Kuosmanen, Petri & Vataja, Juuso, 2011. "The role of stock markets vs. the term spread in forecasting macrovariables in Finland," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 124-132, May.
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Elsevier, vol. 32(4), pages 1236-1272, April.
- Benati, Luca & Goodhart, Charles, 2007. "Investigating time-variation in the marginal predictive power of the yield spread," Working Paper Series 0802, European Central Bank.
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