Open AccessUnspanned Macroeconomic Factors in the Yield Curve
Author(s) -
Laura Coroneo,
AUTHOR_ID,
Domenico Gian,
Michèle Modugno
Publication year - 2014
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2014.057
Subject(s) - treasury , yield curve , economics , macro , bond , interest rate , econometrics , yield (engineering) , government bond , excess return , section (typography) , monetary economics , finance , business , geography , computer science , programming language , context (archaeology) , materials science , archaeology , advertising , metallurgy