How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 2225-1146 |
| Author | Carriero, Andrea, Giacomini, Raffaella |
| Maintainer | CCSD |
| Last Updated | May 10, 2026, 08:26 (UTC) |
| Created | May 10, 2026, 08:26 (UTC) |
| Identifier | hal-00844809 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Department of Economics ; University College London [UCL] (UCL) |
| creator | Carriero, Andrea |
| date | 2011-07-16T00:00:00 |
| harvest_object_id | 78d5cbe9-010f-4156-89c1-1233872dc792 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-01-27T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jeconom.2011.02.010 |
| set_spec | type:ART |