Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
Year of publication: |
2015
|
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Authors: | Bauer, Michael D. ; Rudebusch, Glenn D. |
Institutions: | CESifo |
Subject: | yield curve | term structure models | macro-finance | unspanned macro risks | monetary policy |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 5187 |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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Resolving the spanning puzzle in macro-finance term structure models
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Resolving the spanning puzzle in macro-finance term structure models
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Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
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