Macro factors and the term structure of interest rates

2006-02-01

Journal of Money, Credit & Banking , Volume 38 - Issue 1 p. 119- 140

Additional Metadata
Keywords	Essentially affine term structure model, Long-run market expectation, Macroeconomic factors, Monetary policy rule
Persistent URL	doi.org/10.1353/mcb.2006.0014, hdl.handle.net/1765/71229
Journal	Journal of Money, Credit & Banking
Organisation	Erasmus Research Institute of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Dewachter, H., & Lyrio, M. (2006). Macro factors and the term structure of interest rates. Journal of Money, Credit & Banking, 38(1), 119–140. doi:10.1353/mcb.2006.0014

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