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The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan

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Nakaota, Hiroshi, Fukuta, YuichiGraduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2013-07Discussion Papers In Economics And Business13-09-Rev.p.1-21

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Subject Headingleading indicator property of the term spread LIPTS term spread future econ...
Note (General)...e observed the leading indicator property of the term spread (LIPTS), which indicates that...

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