Macroeconomic sources of risk in the term structure

Balfoussia, C. and Wickens, M. (2007) Macroeconomic sources of risk in the term structure. Journal of Money Credit and Banking, 39 (1). pp. 205-236. ISSN 0022-2879

Abstract

Metadata

Authors/Creators:
  • Balfoussia, C. (cb197@york.ac.uk)
  • Wickens, M. (mrw4@york.ac.uk)
Dates:
  • Published: February 2007
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 31 Jul 2009 13:35
Last Modified: 31 Jul 2009 13:35
Published Version: http://dx.doi.org/10.1111/j.0022-2879.2007.00009.x
Status: Published
Publisher: Blackwell Publishing Ltd
Identification Number: https://doi.org/10.1111/j.0022-2879.2007.00009.x

Share / Export

Statistics