An equilibrium model of nominal bond prices with inflation-output correlation and stochastic volatility
| Year of publication: |
1993
|
|---|---|
| Authors: | Boudoukh, Jacob |
| Published in: |
Proceedings. - Federal Reserve Bank of Cleveland. - 1993, p. 636-680
|
| Publisher: |
Federal Reserve Bank of Cleveland |
| Subject: | Inflation (Finance) | Bonds |
| Type of publication: | Article |
|---|---|
| Notes: | Published in Journal of money, credit and banking, v. 25, no. 3, pt. 2, Aug. 1993 ; Inflation uncertainty |
| Source: |
Persistent link: https://www.econbiz.de/10005420297