U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure
Edda Claus and
Mardi Dungey
Journal of Money, Credit and Banking, 2012, vol. 44, issue 7, 1443-1453
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:mcb:jmoncb:v:44:y:2012:i:7:p:1443-1453
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