Investigating time-variation in the marginal predictive power of the yield spread
By: by Luca Benati and Charles Goodhart
Series: Working paper series / European Central Bank -- working paper no. 802; Working paper series (European Central Bank) -- working paper no. 802
Publisher: European Central Bank
Published: 2007
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "August 2007"