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Stochastic volatility in a macro-finance model of the U.S. term structure of interest rates 1961-2004.: An article from: Journal of Money, Credit & Banking

February 16, 2010 Macro Finance No Comments

Stochastic volatility in a macro finance model of the U.S. term structure of interest rates 1961 2004.: An article from: Journal of Money, Credit & Banking

Product Description
This digital document is an article from Journal of Money, Credit & Banking, published by Ohio State University Press on September 1, 2008. The length of the article is 16252 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available immediately after purchase. You can view it with any web browser.

From the author: Keywords: affine term structure model, macro finance, unit root, stochastic volatility.

Citation Details
Title: Stochastic volatility in a macro-finance model of the U.S. term structure of interest rates 1961-2004.
Author: Peter D. Spencer
Publication: Journal of Money, Credit & Banking (Magazine/Journal)
Date: September 1, 2008
Publisher: Ohio State University Press
Volume: 40 Issue: 6 Page: 1177(39)

Distributed by Gale, a part of Cengage Learning

Stochastic volatility in a macro-finance model of the U.S. term structure of interest rates 1961-2004.: An article from: Journal of Money, Credit & Banking

How to Make Extra Money From Home Without Investing a Lot of Money?

February 14, 2010 Home Investing No Comments

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