The predictive power of the yeld curve: the portuguese case

This work project studies the historical relation ship between the yield curve and real economic activity in Portugal, comparing results with Germany and Spain.Controlling for other indicators, on average,each percentage point increase in the Portuguese yield spread was associated with a 0.6 pp.incr...

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Detalhes bibliográficos
Autor principal: Martins, Filipe Afonso Borges De Castro De Oliveira (author)
Formato: masterThesis
Idioma:eng
Publicado em: 2020
Assuntos:
Texto completo:http://hdl.handle.net/10362/108413
País:Portugal
Oai:oai:run.unl.pt:10362/108413