Artigo

Título:
Forecasting the Comovements of Spot Interest Rates
Autor:
Miguel Almeida Ferreira (ISCTE - Instituto Universitário de Lisboa)
Revista:
Journal of International Money and Finance
Ano:
2005
Volume:
24
Páginas:
766-792
Códigos JEL:
C51 - Model Construction and Estimation
E47 - Forecasting and Simulation
E43 - Determination of Interest Rates; Term Structure of Interest Rates
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