[图书][B] Macro factors and the affine term structure of interest rates
T Wu - 2001 - search.proquest.com
This dissertation examines the relationship between the term structure of interest rates and
the macro economy. In the first chapter an affine term structure model of bond yields is …
the macro economy. In the first chapter an affine term structure model of bond yields is …
[引用][C] Macro factors and the affine term structure of interest rates
T Wu - (No Title) - cir.nii.ac.jp
Macro factors and the affine term structure of interest rates | CiNii Research CiNii 国立情報学
研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データをさがす 大学 …
研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データをさがす 大学 …
[引用][C] Macro factors and the affine term structure of interest rates
T WU - Conférence Internationale en Finance, 2001 - pascal-francis.inist.fr
Macro factors and the affine term structure of interest rates CNRS Inist Pascal-Francis
CNRS Pascal and Francis Bibliographic Databases Simple search Advanced search …
CNRS Pascal and Francis Bibliographic Databases Simple search Advanced search …
[PDF][PDF] Macro Factors and the Affine Term Structure of Interest Rates
T Wu - 2005 - frbsf.org
This paper formulates an affine term structure model of bond yields from a dynamic
stochastic equilibrium model, with observable macro state variables as the term structure …
stochastic equilibrium model, with observable macro state variables as the term structure …
Macro Factors and the Affine Term Structure of Interest Rates
T Wu - Journal of Money, Credit and Banking, 2006 - econpapers.repec.org
This paper formulates an affine term structure model of bond yields from a dynamic
stochastic general equilibrium model, with observable macro state variables as the term …
stochastic general equilibrium model, with observable macro state variables as the term …
[PDF][PDF] Macro Factors and the Affine Term Structure of Interest Rates
T Wu - 2005 - scholar.archive.org
This paper formulates an affine term structure model of bond yields from a dynamic
stochastic equilibrium model, with observable macro state variables as the term structure …
stochastic equilibrium model, with observable macro state variables as the term structure …
Macro Factors and the Affine Term Structure of Interest Rates
T Wu - FRB of San Francisco Working Papers, 2001 - papers.ssrn.com
I formulate an affine term structure model of bond yields from a general equilibrium business-
cycle model, with observable macro state variables of the structural economy as the factors …
cycle model, with observable macro state variables of the structural economy as the factors …
Macro Factors and the Affine Term Structure of Interest Rates
T Wu - Journal of Money, Credit, and Banking, 2006 - muse.jhu.edu
This paper formulates an affine term structure model of bond yields from a dynamic
stochastic general equilibrium model, with observable macro state variables as the term …
stochastic general equilibrium model, with observable macro state variables as the term …
Macro factors and the affine term structure of interest rates.
T Wu - Journal of Money, Credit & Banking, 2006 - go.gale.com
This paper formulates an affine term structure model of bond yields from a dynamic
stochastic general equilibrium model, with observable macro state variables as the term …
stochastic general equilibrium model, with observable macro state variables as the term …
Macro Factors and the Affine Term Structure of Interest Rates
T Wu - Journal of Money, Credit and Banking, 2006 - ideas.repec.org
This paper formulates an affine term structure model of bond yields from a dynamic
stochastic general equilibrium model, with observable macro state variables as the term …
stochastic general equilibrium model, with observable macro state variables as the term …