News Shocks and the Slope of the Term Structure of Interest Rates

Christopher Otrok and André Kurmann

No 72, 2010 Meeting Papers from Society for Economic Dynamics

Abstract: the model's response to news shocks in general.

Date: 2010
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Related works:
Journal Article: News Shocks and the Slope of the Term Structure of Interest Rates (2013)
Working Paper: News shocks and the slope of the term structure of interest rates (2012)
Working Paper: News Shocks and the Slope of the Term Structure of Interest Rates (2010)
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