The causal structure of bond yields
Year of publication: |
2012
|
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Authors: | Wang, Zijun |
Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 52.2012, 1, p. 93-102
|
Publisher: |
Elsevier |
Subject: | Term structure | Monetary policy | Directed graphs | Error variance decomposition |
Type of publication: | Article |
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Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; C32 - Time-Series Models ; C49 - Econometric and Statistical Methods: Special Topics. Other |
Source: |
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