Resolving the spanning puzzle in macro-finance term structure models (Q4555650)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6981935
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Resolving the spanning puzzle in macro-finance term structure models |
scientific article; zbMATH DE number 6981935 |
Statements
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models* (English)
0 references
20 November 2018
0 references
yield curve
0 references
term structure models
0 references
macro-finance
0 references
unspanned macro risk
0 references
monetary policy
0 references
0.7514414191246033
0 references
0.726224422454834
0 references
0.6970128417015076
0 references
0.6844817399978638
0 references
