An Extended Macro-Finance Model with Financial Factors
Year of publication: |
2009-10-02
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Authors: | Dewachter, Hans ; Iania, Leonardo |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Term structure | Macro-finance | TED spread | Interbank lending rates |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; E44 - Financial Markets and the Macroeconomy ; C11 - Bayesian Analysis |
Source: |
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