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...
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| Format: | Others |
| Language: | en |
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2017
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| Online Access: | http://hdl.handle.net/10539/21799 |