The great moderation of the term structure of UK interest rates

Journal of Monetary Economics

Volumn 56, Issue 6, 2009, Pages 856-871

  Bianchi, Francesco ^a   Mumtaz, Haroon ^b   Surico, Paolo ^b  

^a PRINCETON UNIVERSITY   (United States)

^b BANK OF ENGLAND   (United Kingdom)

Author keywords

Expectations hypothesis; Monetary policy; Time variation; Yield curve

Indexed keywords

EID: 70349086524     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2009.06.004     Document Type: Article

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