The term structure of policy rules

Journal of Monetary Economics

Volumn 56, Issue 7, 2009, Pages 907-917

  Smith, Josephine M ^a   Taylor, John B ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

Affine models; Monetary policy rules; No arbitrage; Term structure of interest rates

Indexed keywords

EID: 70350620958     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2009.09.004     Document Type: Article

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