No-Arbitrage Macroeconomic Determinants of the Yield Curve,” Working paper

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No-Arbitrage Macroeconomic Determinants of the Yield Curve,” Working paper (2005)

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by Ruslan Bikbov , Silverio Foresi , Rene Garcia , Marc Giannoni , Mike Johannes , Stijn Van Nieuwerburgh , Andrea Roncoroni , Tano Santos , Suresh Sundaresan , Andrea Tambalotti , Macro Lunch

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49 - 2 self

BibTeX

@MISC{Bikbov05no-arbitragemacroeconomic,
    author = {Ruslan Bikbov and Silverio Foresi and Rene Garcia and Marc Giannoni and Mike Johannes and Stijn Van Nieuwerburgh and Andrea Roncoroni and Tano Santos and Suresh Sundaresan and Andrea Tambalotti and Macro Lunch},
    title = {No-Arbitrage Macroeconomic Determinants of the Yield Curve,” Working paper},
    year = {2005}
}