No-Arbitrage Taylor Rules

Andrew Ang and Sen Dong

No 22, 2005 Meeting Papers from Society for Economic Dynamics

Keywords: affine term structure model; monetary policy; interest rate risk (search for similar items in EconPapers)
JEL-codes: C13 E43 E52 G12 (search for similar items in EconPapers)
Date: 2005
New Economics Papers: this item is included in nep-mac and nep-mon
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Citations: View citations in EconPapers (54)

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Working Paper: No-Arbitrage Taylor Rules (2007)
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