Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
Year of publication: |
2015
|
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Authors: | Bauer, Michael D. ; Rudebusch, Glenn D. |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | yield curve | term structure models | macro-finance | unspanned macro risks | monetary policy |
Series: | CESifo Working Paper ; 5187 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 817949933 [GVK] hdl:10419/107384 [Handle] RePec:ces:ceswps:_5187 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
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