The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
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- 1 February 2005
- journal article
- Published by American Economic Association in American Economic Review
- Vol. 95 (1) , 425-436
- https://doi.org/10.1257/0002828053828446
Abstract
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models by Refet S. Gürkaynak, Brian Sack and Eric Swanson. Published in volume 95, issue 1, pages 425-436 of American Economic Review, March 2005Keywords
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