Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models
收藏NBER2007-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w13245
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资源简介：
We examine the relationship between monetary-policy-induced changes in short interest rates and yields on long-maturity default-free bonds. The volatility of the long end of the term structure and its relationship with monetary policy are puzzling from the perspective of simple structural
提供机构：
美国国家经济研究局
创建时间：
2007-07-01
