Permanent and transitory factors affecting the dynamics of the term structure of interest rates

Christophe Villa and C. Pérignon
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Christophe Villa: CREM - Centre de recherche en économie et management - UNICAEN - Université de Caen Normandie - NU - Normandie Université - UR - Université de Rennes - CNRS - Centre National de la Recherche Scientifique

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Keywords: interest rates; term structure; dynamics (search for similar items in EconPapers)
Date: 2003-08-19
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Published in Econometric Society European Meeting, Aug 2003, Stockholm, 36 p

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00078433

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