Title of article
Reconciling the term structure of interest rates with the consumption-based ICAP model
Author/Authors
Fabio Canova، نويسنده , , Jane Marrinan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
42
From page
709
To page
750
Keywords
Yields , spreads , Heteroskedasticity , simulation , Cash-in-advance
Journal title
Journal of Economic Dynamics and Control
Serial Year
1996
Journal title
Journal of Economic Dynamics and Control
Record number
237366
Link To Document