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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (54)

Downloads: (external link)
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=621126 main text (text/html)
https://www.red-files-public.s3.amazonaws.com/meetpapers/2005/paper_22.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found

Related works:
Working Paper: No-Arbitrage Taylor Rules (2007)
Journal Article: No-arbitrage Taylor rules (2005)
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: https://EconPapers.repec.org/RePEc:red:sed005:22

Access Statistics for this paper

More papers in 2005 Meeting Papers from Society for Economic Dynamics Society for Economic Dynamics Marina Azzimonti Department of Economics Stonybrook University 10 Nicolls Road Stonybrook NY 11790 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christian Zimmermann ().