Does the Taylor Rule outperform market forecasts of interest rates?
Thesis (M.Com.(Finance)--University of the Witwatersrand, Faculty of Commerce, Law and Management, School of Economic and Business Sciences, 2016. === This study sets out to investigate whether the Taylor Rule provides better the forecasts of the future short-term interest rates than the yield curve...
Main Author: | |
---|---|
Format: | Others |
Language: | en |
Published: |
2017
|
Subjects: | |
Online Access: | http://hdl.handle.net/10539/21799 |