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, 339-358

Date: 2006
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Citations: View citations in EconPapers (27)

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

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