Forecasting the yield curve with macroeconomic information - Evidence from European markets

  1. Maldonado, I.
  2. Pinho, C.
  3. de Prado, F.R.
  4. Lobo, C.A.
Revue:
International Journal of Banking, Accounting and Finance

ISSN: 1755-3849 1755-3830

Année de publication: 2021

Volumen: 12

Número: 2

Pages: 177-200

Type: Article

DOI: 10.1504/IJBAAF.2021.114478 GOOGLE SCHOLAR