The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure

DOI10.2307/3440835zbMath0912.90062OpenAlexW1581552970MaRDI QIDQ4211601

Carsten Tanggaard, Tom Engsted

Publication date: 29 November 1998

Published in: The Scandinavian Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3440835

zbMATH Keywords

Danish bond marketpredictive power of yield spreads

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (3)

On the term structure of interest rates -- empirical results for Germany ⋮ Yield curve estimation by kernel smoothing methods ⋮ Structural changes in the cointegrated vector autoregressive model

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