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Why did the Term Structure of Interest Rates Lose its Predictive Power ?

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Author Info
Caroline Jardet (Crest)

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File URL: http://www.crest.fr/content/blogcategory/21/54/
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Publisher Info
Paper provided by Centre de Recherche en Economie et Statistique in its series Working Papers with number 2002-05.

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Date of creation: May 2002
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Handle: RePEc:crs:wpaper:2002-05

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Related research
Keywords: optimal matching;

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Cited by:
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  1. Leo Krippner, 2008. "A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models," Research Paper Series 226, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  2. Leo Krippner, 2006. "A Yield Curve Perspective on Uncovered Interest Parity," Working Papers in Economics 06/16, University of Waikato, Department of Economics. [Downloadable!]
  3. Leo Krippner, 2005. "A New Framework for Yield Curve, Output and Inflation Relationships," Working Papers in Economics 05/07, University of Waikato, Department of Economics. [Downloadable!]
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This page was last updated on 2009-11-25.

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