Forecasting in efficient bond markets: Do experts know better?
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References listed on IDEAS
- Greer, Mark, 2003. "Directional accuracy tests of long-term interest rate forecasts," International Journal of Forecasting, Elsevier, vol. 19(2), pages 291-298.
- Pesando, James E, 1979. "On the Random Walk Characteristics of Short- and Long-Term Interest Rates in an Efficient Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 11(4), pages 457-466, November.
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- van Ommeren, Bernard J.F. & Allers, Maarten A. & Vellekoop, Michel H., 2017. "Choosing the optimal moment to arrange a loan," Research Report 17007-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- repec:taf:oaefxx:v:5:y:2017:i:1:p:1343017 is not listed on IDEAS
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KeywordsBlue Chip Term structure Bond market efficiency Rationality Directional accuracy;
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