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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Bibliographic Details
Main Author: Martins, Filipe Afonso Borges De Castro De Oliveira (author)
Format: masterThesis
Language:eng
Published: 2020
Subjects:
Online Access:http://hdl.handle.net/10362/108413
Country:Portugal
Oai:oai:run.unl.pt:10362/108413