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On risk, rationality and the predictive ability of European short-term adjusted yield spreads

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  • WAHAB, MAHMOUD

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  • Wahab, Mahmoud, 1997. "On risk, rationality and the predictive ability of European short-term adjusted yield spreads," Journal of International Money and Finance, Elsevier, vol. 16(5), pages 737-765, September.
    • Handle: RePEc:eee:jimfin:v:16:y:1997:i:5:p:737-765
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    Cited by:

    1. Alfonso Novales & Emilio Domínguez, 2002. "Can forward rates be used to improve interest rate forecasts?"," Documentos de Trabajo del ICAE 0225, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

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