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A model of target changes and the term structure of interest rates

  • Published:1997-07 Issue:2 Volume:39 Page:223-249
  • ISSN:0304-3932
  • Container-title:Journal of Monetary Economics
  • language:en
  • Short-container-title:Journal of Monetary Economics

Author:

Balduzzi Pierluigi,Bertola Giuseppe,Foresi Silverio

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference32 articles.

1. A model of target changes and the term structure of interest rates;Balduzzi,1993

2. Interest rate targeting and the dynamics of short-term rates;Balduzzi,1996

3. The central tendency: a second factor in bond yields;Balduzzi;Review of Economics and Statistics,1996

4. Reserve regulation and recourse as a source of risk premia in the fed funds market;Barrett;Journal of Banking and Finance,1988

5. On the predictive power of interest rates and interest rate spreads;Bernanke;New England Economic Review,1990

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