provided by Research Papers in Economics
CENTER, for
FINAN
CIAL
STUDIES
No. 2004/09
Forecasting the Term Structure
of Government Bond Yields
Francis X. Diebold and Canlin Li
an der J. W. Goethe-Universitat ■ Taunusanlage 6 ■ D-60329 Frankfurt am Main
Telefon: (+49)069/242941-0
Fax: (+49)069/242941-77 ■ http://www.ifk-cfs.de ■ E-Mail: [email protected]