Re-examining the predictive power of the yield curve with quantile regression

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Re-examining the predictive power of the yield curve with quantile regression

Rafael Barros de Rezende and Mauro S. Ferreira

2014

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Title: Re-examining the predictive power of the yield curve with quantile regression
Creators - without role: Rafael Barros de Rezende - Stockholm School of Economics, Department of Finance
Mauro S. Ferreira - Federal University of Minas Gerais
Identifiers: 991001480590906056
Academic Unit: Department of Finance
Language: English
Resource Type: Other