The response of term rates to monetary policy uncertainty

Review of Economic Dynamics

Volumn 6, Issue 4, 2003, Pages 941-962

  Jordà, Òscar ^a   Salyer, Kevin D ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

GARCH SVAR; Limited participation; Mean preserving spread; Multivariate GARCH; Term structure

Indexed keywords

EID: 0242676954     PISSN: 10942025     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1094-2025(03)00022-X     Document Type: Article

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