Forward interest rates as predictors of future US spot rates before and after the 2008 financial crisis

DOI10.1007/S11079-021-09637-3zbMath1498.91473OpenAlexW3212570425MaRDI QIDQ2083602

Michael Wickens

Publication date: 11 October 2022

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11079-021-09637-3

zbMATH Keywords

term structurefinancial crisisforecasts of spot interest ratesforward interest rates

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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