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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (11)

Downloads: (external link)
https://red-files-public.s3.amazonaws.com/meetpapers/2010/paper_72.pdf (application/pdf)

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)
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:sed010:72

Access Statistics for this paper

More papers in 2010 Meeting Papers from Society for Economic Dynamics Contact information at EDIRC.
Bibliographic data for series maintained by Christian Zimmermann ().