The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure

Tom Engsted; Carsten Tanggaard

doi:10.2307/3440835

The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure

Scandinavian Journal of Economics ◽

10.2307/3440835 ◽

1995 ◽

Vol 97 (1) ◽

pp. 145 ◽

Cited By ~ 10

Author(s):

Tom Engsted ◽

Carsten Tanggaard

Keyword(s):

Interest Rates ◽

Term Structure ◽

Predictive Power ◽

Yield Spreads

The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank

European Economic Review ◽

10.1016/s0014-2921(96)00050-5 ◽

1997 ◽

Vol 41 (7) ◽

pp. 1375-1401 ◽

Cited By ~ 240

Author(s):

Arturo Estrella ◽

Frederic S. Mishkin

Keyword(s):

United States ◽

Central Bank ◽

Interest Rates ◽

Term Structure ◽

European Central Bank ◽

Predictive Power ◽

The United States ◽

European Central

An examination of the evolving relationship between interest rates of different maturities in Japan, and test of the expectations hypothesis of the term structure to ascertain the feasibility of using asymmetric dynamics in yield spreads

10.31274/rtd-180813-15265 ◽

2000 ◽

Author(s):

Shew-Huei Kuo

Keyword(s):

Interest Rates ◽

Term Structure ◽

Yield Spreads ◽

Expectations Hypothesis

TIME VARYING RISK PREMIUM AND THE PREDICTIVE POWER OF THE AUSTRALIAN TERM STRUCTURE OF INTEREST RATES

Accounting and Finance ◽

10.1111/j.1467-629x.1995.tb00287.x ◽

1995 ◽

Vol 35 (2) ◽

pp. 77-96 ◽

Cited By ~ 8

Author(s):

Lakshman A. Alles

Keyword(s):

Interest Rates ◽

Term Structure ◽

Risk Premium ◽

Predictive Power ◽

Time Varying

Recessions in Portugal: The Predictive Power of Term Structure of Interest Rates Components

Proceedings of The 7th International Virtual Scientific Conference ◽

10.18638/ictic.2018.7.1.329 ◽

2018 ◽

Author(s):

Isabel Maldonado ◽

Carlos Pinho

Keyword(s):

Interest Rates ◽

Term Structure ◽

Predictive Power

Why did the term structure of interest rates lose its predictive power?

Economic Modelling ◽

10.1016/s0264-9993(03)00042-7 ◽

2004 ◽

Vol 21 (3) ◽

pp. 509-524 ◽

Cited By ~ 11

Author(s):

Caroline Jardet

Keyword(s):

Interest Rates ◽

Term Structure ◽

Predictive Power

On the predictive power of the term structure of interest rates for future inflation changes in the presence of political instability: the Turkish economy

Journal of Policy Modeling ◽

10.1016/j.jpolmod.2003.08.003 ◽

2003 ◽

Vol 25 (9) ◽

pp. 931-946 ◽

Cited By ~ 13

Author(s):

Erdinc Telatar ◽

Funda Telatar ◽

Ronald A. Ratti

Keyword(s):

Interest Rates ◽

Term Structure ◽

Predictive Power ◽

Political Instability ◽

Turkish Economy

Near Unit Roots and the Predictive Power of Yield Spreads for Changes in Long-Term Interest Rates

Review of Economics and Statistics ◽

10.1162/003465399558328 ◽

1999 ◽

Vol 81 (3) ◽

pp. 393-398 ◽

Cited By ~ 15

Author(s):

Markku Lanne

Keyword(s):

Interest Rates ◽

Predictive Power ◽

Unit Roots ◽

Yield Spreads

Wartime finance and the term structure of interest rates

10.31274/rtd-180813-409 ◽

1969 ◽

Author(s):

Julian Howard Taylor

Keyword(s):

Interest Rates ◽

Term Structure

Heterogeneous Beliefs and the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.1021406 ◽

2007 ◽

Cited By ~ 1

Author(s):

Lue Wu

Keyword(s):

Interest Rates ◽

Term Structure ◽

Heterogeneous Beliefs

Inflation Risk Premia in the Term Structure of Interest Rates: Evidence from Euro Area Inflation Swaps

SSRN Electronic Journal ◽

10.2139/ssrn.1456831 ◽

2009 ◽

Author(s):

Allan Sall Tang Andersen

Keyword(s):

Interest Rates ◽

Term Structure ◽

Euro Area ◽

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia