Can country-specific interest rate factors explain the forward premium anomaly?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/s12197-020-09509-5.pdf
Reference30 articles.
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4. Argyropoulos E, Tzavalis E (2016) Forecasting economic activity based on the slope and curvature yield curve factors. North American Journal of Economics and Finance 36:293–211
5. Argyropoulos E, Tzavalis E (2019) The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation. Quarterly Review of Economics and Finance. forthcoming
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