Open AccessAn Econometric Model of the Yield Curve with Macroeconomic Jump Effects
Author(s) -
Monika Piazzesi
Publication year - 2001
Language(s) - English
Resource type - Reports
DOI - 10.3386/w8246
Subject(s) - econometrics , yield curve , jump , economics , econometric model , yield (engineering) , mathematics , macroeconomics , interest rate , thermodynamics , physics , quantum mechanics