Work

Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models

Year: 2007

Type: article

Source: Journal of money credit and banking

DOI: 10.1111/j.0022-2879.2007.00030.x

Authors: GLENN D. RUDEBUSCH, TAO WU

Institutions: Federal Reserve Bank of San Francisco, Federal Reserve Bank of Dallas

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2104599547

FWCI: 31.35

Cites: 57

Cited by: 141

Related to: 10