The Response of Interest Rates to US and UK Quantitative Easing
Author:
Affiliation:
1. Federal Reserve Bank of San Francisco
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ej/article-pdf/122/564/F385/26465290/ejf385.pdf
Reference27 articles.
1. ‘Correcting estimation bias in dynamic term structure models’;Bauer;Journal of Business and Economic Statistics,2012
2. ‘The affine arbitrage‐free class of Nelson‐Siegel term structure models’;Christensen;Journal of Econometrics,2011
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