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News Shocks and the Slope of the Term Structure of Interest Rates

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  • Christopher Otrok

    (University of Virginia)

  • Andre Kurmann

    (University of Quebec-Montreal)

Abstract

the model's response to news shocks in general.

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Bibliographic Info

Paper provided by Society for Economic Dynamics in its series 2010 Meeting Papers with number 72.

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Date of creation: 2010
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Handle: RePEc:red:sed010:72

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References

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  1. News Shocks and the Slope of the Term Structure of Interest Rates
    by Christian Zimmermann in NEP-DGE blog on 2010-04-18 17:23:43
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