Interest rate volatility, the yield curve, and the macroeconomy
Year of publication: |
May 2018
|
---|---|
Authors: | Joslin, Scott ; Konchitchki, Yaniv |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 128.2018, 2, p. 344-362
|
Subject: | Macro-finance term structure model | Interest rate volatility | No-arbitrage model | Macroeconomy | Theorie | Theory | Zinsstruktur | Yield curve | Volatilität | Volatility | Zins | Interest rate | Schätzung | Estimation | Geldpolitik | Monetary policy |
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