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Are product spreads useful for forecasting? : an empirical evaluation of the Verleger Hypothesis / by Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou.FB3-2/113-25E-PDF

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.577288&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleAre product spreads useful for forecasting? : an empirical evaluation of the Verleger Hypothesis / by Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou.
Series title
  • Bank of Canada working paper 1701-9397 2013-25
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • (Résumé en français)
Publishing information
  • Ottawa - Ontario : Bank of Canada August 2013.
Description42p.graphs, references, tables
ISSN1701-9397
Catalogue number
  • FB3-2/113-25E-PDF
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