TY  - RPRT
AU  - Domínguez, Emilio
AU  - Novales Cinca, Alfonso
PY  - 2002
UR  - https://hdl.handle.net/20.500.14352/64517
AB  - Using monthly data on Euro-rates for 1979-1998, we examine the extent to which crosscountryinformation on term structure slopes can be used to improve upon univariate slope forecasts.This is interesting from the point of view of forecasting economic...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Term structure of interest rates
KW  - Term structure slope
KW  - Expectations hypothesis
KW  - Eurocurrencies
TI  - Dynamic correlations and forecasting of term structure slopes in eurocurrency market
TY  - technical report
VL  - 2002
ER  -