Thornton, Daniel L. - Federal Reserve Bank of St. Louis - 2005
of interest rates, over a variety of time
periods and monetary policy regimes. As Diebold, et al., (2003, p. 14) note … Expectations Hypothesis of the Term
Structure, Monetary Policy, and Time-Varying Term Premia,” Federal Reserve
Bank of Richmond … Monetary Policy in
Financial Markets,” Journal of Money, Credit and Banking 35(6), Part 1, 889-
910.
Macaulay, Fredrick …