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Predicting Turning Points in the Interest Rate Cycle by James W. Coons 9781138888227

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Description

Originally published in 1994 and the recipient of the Stonier Library Award, this volume evaluates an alternative approach - the sequential filter- to managing the uncertainty inherent in the future course of the interest rate cycle. The specific hypothesis is that the sequential filter can produce valuable signals of cyclical peaks and troughs in interest rates. The analysis focusses on US interest rates from April 1953 to December 1988.

Book Information
ISBN 9781138888227
Author James W. Coons
Format Paperback
Page Count 150
Imprint Routledge
Publisher Taylor & Francis Ltd
Weight(grams) 227g

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