Accounting for a shift in term structure behavior with no-arbitrage and macro-finance models
Year of publication: |
2007
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Authors: | Rudebusch, Glenn D. ; Wu, Tao |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 39.2007, 2/3, p. 395-422
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Subject: | Zinsstruktur | Yield curve | Inflationssteuerung | Inflation targeting | Arbitrage | Theorie | Theory | USA | United States |
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