Recessions in Portugal: the predictive power of term structure of interest rates components
In this paper we present a study of the predictive ability of the term structure of interest rates over future recessions in Portugal. The analysis will be based on factor models in which the term structure of interest rates is determined by latent factors, corresponding to their level, slope and cu...
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| Formato: | conferenceObject |
| Idioma: | eng |
| Publicado em: |
2018
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| Texto completo: | http://hdl.handle.net/11328/2356 |
| País: | Portugal |
| Oai: | oai:repositorio.uportu.pt:11328/2356 |