Forecasting the yield curve with macroeconomic information - evidence from European markets
Author(s) -
Francisco Rodríguez de Prado,
Carla Azevedo Lobo,
Isabel Maldonado,
Carlos Pinho
Publication year - 2021
Publication title -
international journal of banking accounting and finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.19
H-Index - 10
eISSN - 1755-3849
pISSN - 1755-3830
DOI - 10.1504/ijbaaf.2021.10035946
Subject(s) - yield curve , economics , yield (engineering) , econometrics , monetary economics , financial economics , interest rate , materials science , metallurgy
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom