Monetary policy and the slope factor in empirical term structure estimations
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- Mira Farka & Adrian R. Fleissig, 2013. "The impact of FOMC statements on the volatility of asset prices," Applied Economics, Taylor & Francis Journals, vol. 45(10), pages 1287-1301, April.
- Kaya, Huseyin, 2013. "The yield curve and the macroeconomy: Evidence from Turkey," Economic Modelling, Elsevier, vol. 32(C), pages 100-107.
- David S. Bieri & Ludwig B. Chincarini, 2004. "Riding the Yield Curve: Diversification of Strategies," Finance 0410002, EconWPA.
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KeywordsMonetary policy ; Interest rates;
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