TY  - RPRT
AU  - Domínguez, Emilio
AU  - Novales Cinca, Alfonso Santiago
PY  - 2002
UR  - https://hdl.handle.net/20.500.14352/64516
AB  - We evaluate the extent to which the explanatory power detected in the term structure in different markets and countries can actually be used to produce sensible forecasts of future short-term interest rates. Specifically, in spite of the forecasting...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Expectations hypothesis
KW  - Term structure
KW  - Forward rates
TI  - Can forward rates be used to improve interest rate forecasts?
TY  - technical report
VL  - 2002
ER  -