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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Format: | masterThesis |
Language: | eng |
Published: |
2020
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Online Access: | http://hdl.handle.net/10362/108413 |
Country: | Portugal |
Oai: | oai:run.unl.pt:10362/108413 |