Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates

Andrea Carriero (), Carlo Favero () and Iryna Kaminska

Journal of Econometrics, 2006, vol. 131, issue 1-2, pages 339-358

Date: 2006
View citations in EconPapers

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VC0 ... 038717e8d34d7301af85
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (2004)
Working Paper: Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (2004)
Working Paper: Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (2004)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:131:y:2006:i:1-2:p:339-358

Access Statistics for this article

Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

More articles in Journal of Econometrics from Elsevier
Series data maintained by Heidi Boesdal ().