Forward Interest Rates as Predictors of Future US Spot Rates Before and After the 2008 Financial Crisis
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DOI: 10.1007/s11079-021-09637-3
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More about this item
Keywords
Forward interest rates; Term structure; Forecasts of spot interest rates; Financial crisis;All these keywords.
JEL classification:
- B22 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Macroeconomics
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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