Forecasting future economic growth : the term structure of interest rates, volatility and inflation as leading indicators
Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2012. === Cataloged from PDF version of thesis.. === Includes bibliographical references (p. 51-52). === The broad literature documents the empirical regularity that slope of the term structure of interest rates is a r...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2012
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| Online Access: | http://hdl.handle.net/1721.1/72860 |