Modeling Bond Yields in Finance and Macroeconomics
Francis X. Diebold, Monika Piazzesi, Glenn D. Rudebusch
American Economic Review · 2005 · Volume 95 · Issue 2
DOI: 10.1257/000282805774670194
Keywords
Interest Rates: Determination, Term Structure, and Effects, Asset Pricing, Trading Volume, Bond Interest Rates
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