Term structure surprises: the predictive content of curvature, level, and slope
Version of Record online: 22 NOV 2010
Copyright © 2010 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 27, Issue 4, pages 574–602, June/July 2012
How to Cite
Moench, E. (2012), Term structure surprises: the predictive content of curvature, level, and slope. J. Appl. Econ., 27: 574–602. doi: 10.1002/jae.1220
- Issue online: 27 MAY 2012
- Version of Record online: 22 NOV 2010
- German National Academic Foundation and the Deutsche Forschungsgemeinschaft
- National Research Center 649 ‘Economic Risk’
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/moench001/
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