Title of article :
Reconciling the term structure of interest rates with the consumption-based ICAP model
Author/Authors :
Fabio Canova، نويسنده , , Jane Marrinan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Keywords :
Yields , spreads , Heteroskedasticity , simulation , Cash-in-advance
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control