How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?

From MaRDI portal
Publication:737988

DOI10.1016/j.jeconom.2011.02.010zbMath1441.62260OpenAlexW2006862523MaRDI QIDQ737988

Andrea Carriero, Raffaella Giacomini

Publication date: 12 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.02.010




Related Items (5)



Cites Work


This page was built for publication: How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?