Title of article :
The response of term rates to monetary policy uncertainty
Author/Authors :
?scar Jordà، نويسنده , , Kevin D. Salyer، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 1998
Pages :
22
From page :
941
To page :
962
Keywords :
limited participation , Mean preserving spread , Term structure , Multivariate GARCH , GARCH-SVAR
Journal title :
Review of Economic Dynamics
Serial Year :
1998
Journal title :
Review of Economic Dynamics
Record number :
156336
Link To Document :
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