Macro factors and the affine term structure of interest rates
Year of publication: |
2006
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Authors: | Wu, Tao |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 38.2006, 7, p. 1847-1876
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Subject: | Zinsstruktur | Yield curve | Makroökonometrie | Macroeconometrics | Neoklassische Synthese | Neoclassical synthesis | VAR-Modell | VAR model | Theorie | Theory |
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