INFORMATION IN THE YIELD CURVE: A MACRO-FINANCE APPROACH
Article first published online: 16 OCT 2012
Copyright © 2012 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 29, Issue 1, pages 42–64, January/February 2014
How to Cite
Dewachter, H., Iania, L. and Lyrio, M. (2014), INFORMATION IN THE YIELD CURVE: A MACRO-FINANCE APPROACH. J. Appl. Econ., 29: 42–64. doi: 10.1002/jae.2305
- Issue published online: 23 JAN 2014
- Article first published online: 16 OCT 2012
- Manuscript Revised: 5 JUL 2012
- Manuscript Received: 18 FEB 2011
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/dewachter002/
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