No-Arbitrage Taylor Rules
| Year of publication: |
2005
|
|---|---|
| Authors: | Ang, Andrew ; Dong, Sen |
| Institutions: | Society for Economic Dynamics - SED |
| Subject: | affine term structure model | monetary policy | interest rate risk |
freely available
| Extent: | text/html application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The text is part of a series 2005 Meeting Papers Number 22 |
| Classification: | C13 - Estimation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005051379