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