Modeling Bond Yields in Finance and Macroeconomics
Top Cited Papers
- 1 April 2005
- journal article
- Published by American Economic Association in American Economic Review
- Vol. 95 (2) , 415-420
- https://doi.org/10.1257/000282805774670194
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This publication has 3 references indexed in Scilit:
- Bond Yields and the Federal ReserveJournal of Political Economy, 2005
- A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variablesJournal of Monetary Economics, 2003
- Parsimonious Modeling of Yield CurvesThe Journal of Business, 1987