• Media type: E-Book
  • Title: Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates
  • Contributor: Fendel, Ralf [Author]
  • Published: [S.l.]: SSRN, [2016]
  • Published in: Bundesbank Series 1 Discussion Paper ; No. 2004,24
  • Extent: 1 Online-Ressource (64 p)
  • Language: English
  • DOI: 10.2139/ssrn.2785069
  • Identifier:
  • Origination:
  • Footnote: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2004 erstellt
  • Description: The paper develops an empirical no-arbitrage Gaussian affine term structure model to
  • Access State: Open Access