Finance and Economics Discussion Series: Monetary Policy and the Yield Curve

by Antulio N. Bomfim

This paper examines the empirical properties of a two-factor affine model of the term structure of interest rates, estimated with LIBOR and interest rate swap data from 1989 through 2001. Despite its... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288715463
• ISBN13: 9781288715466
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 40 Pages
• Weight: 0.20 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"