An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates-Reference-Cited by-同舟云学术

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An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates

Published:2005 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Kim Don H.,Wright Jonathan H.

Publisher

Elsevier BV

Reference16 articles.

1. Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck?

2. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck?;International Finance Discussion Paper

3. The Term Structure of Real Rates and Expected Inflation

4. Monetary Policy Alternatives at the Zero Bound;Ben Bernanke;Brookings Papers on Economic Activity,2004

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