Modeling Bond Yields in Finance and Macroeconomics
Author:
Affiliation:
1. Department of Economics, University of Pennsylvania, Philadelphia, PA 19104.
2. Graduate School of Business, University of Chicago, Chicago, IL 60637.
3. Federal Reserve Bank of San Francisco, San Francisco, CA 94105.
Publisher
American Economic Association
Subject
Economics and Econometrics
Link
https://pubs.aeaweb.org/doi/pdf/10.1257/000282805774670194
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