Journal article Quartil Q4

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

Maldonado, Isabel

ISLA — Instituto Politécnico de Gestão e Tecnologia

International Journal of Banking, Accounting and Finance, Volume 12, Issue 2, 2021, pp. 177–177

DOI: 10.1504/ijbaaf.2021.114478

Resume

Abstract

Abstract not provided by the author or the indexing source.

#Yield curve #Dynamic factor models #Forecasting #Out-of-sample forecasting evaluations

Publication Type Journal article

Publication Year 2021

Journal / Conference / Work International Journal of Banking, Accounting and Finance

ISSN 1755-3830

Volume / Issue Vol. 12 (2)

Pagination pp. 177–177

Quartile (SCImago) Q4

imaldonado@iscap.ipp.pt ID: 1D1D-3612-D593