Work

The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates*

Year: 2006

Type: article

Abstract: Richard H. Clarida, Lucio Sarno, Mark P. Taylor, Giorgio Valente, The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates, The Journal of Business, Vol. 79, No. 3 (May 2006), pp. 1193-1224

Source: The Journal of Business

DOI: 10.1086/500674

Authors: Richard H. Clarida, Lucio Sarno, Mark P. Taylor, Giorgio Valente

Institutions: National Bureau of Economic Research, Columbia University, City, University of London, Centre for Economic Policy Research, Washington University in St. Louis, Hong Kong Institute for Monetary and Financial Research

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Economic and Social Research Council

OpenAlex ID: W2118772602

FWCI: 18.82

Cites: 59

Cited by: 122

Related to: 10