How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? (2011)

First Author: Carriero A
Attributed to:  Centre for the Microeconomic Analysis of Public Policy (CPP) funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2011.02.010

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2011.02.010

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 1