TY  - RPRT
AU  - Domínguez, Emilio
AU  - Novales Cinca, Alfonso Santiago
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 crosscountry information 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  -