Unspanned macroeconomic factors in the yield curve

Coroneo, Laura orcid.org/0000-0001-5740-9315, Giannone, Domenico and Modugno, Michele (2014) Unspanned macroeconomic factors in the yield curve. Working Paper. Finance and Economics Discussion Series . Federal Reserve Board, Washington, D.C. , Brussels.

Abstract

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Authors/Creators:
Keywords: Yield Curve, Forecasting,Factor models,Government Bonds
Dates:
  • Published: 2014
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 12 Dec 2013 01:03
Last Modified: 24 Mar 2020 00:23
Status: Published
Publisher: Federal Reserve Board, Washington, D.C.
Series Name: Finance and Economics Discussion Series
Refereed: No
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