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The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective

Year: 2005

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.650862

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: green

OpenAlex ID: W2116681047

Cites: 57

Cited by: 25

Related to: 10