TY  - RPRT
AU  - Domínguez Irastorza, Emilio
AU  - Novales Cinca, Alfonso Santiago
PY  - 1998
UR  - https://hdl.handle.net/20.500.14352/64208
AB  - Using data on Euro-rates for 1978-1996, we have examined the extent to which crosscountry informatíon on tenn structure slopes can be used to improve upon univariate slope forecasts. This is interesting from fue point of view of forecasting economic...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
KW  - Term structure slope
KW  - Eurocurrencies.
TI  - Correlations among term structure slopes in eurocurrency markets
TY  - technical report
VL  - 1998
ER  -