Modeling Bond Yields in Finance and Macroeconomics
American Economic Review
vol. 95,
no. 2, May 2005
(pp. 415-420)
Citation
Diebold, Francis, X., Monika Piazzesi, and Glenn D. Rudebusch. 2005. "Modeling Bond Yields in Finance and Macroeconomics." American Economic Review, 95 (2): 415-420. DOI: 10.1257/000282805774670194JEL Classification
- E43 Interest Rates: Determination, Term Structure, and Effects
- G12 Asset Pricing; Trading Volume; Bond Interest Rates