Interest rate volatility, the yield curve, and the macroeconomy
Scott Joslin, Yaniv Konchitchki
| Year of publication: |
May 2018
|
|---|---|
| Authors: | Joslin, Scott ; Konchitchki, Yaniv |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 128.2018, 2, p. 344-362
|
| Subject: | Macro-finance term structure model | Interest rate volatility | No-arbitrage model | Macroeconomy | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory | Zins | Interest rate | Schätzung | Estimation | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2017.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011971071