Abstract

  


 



Recent Advances in Extracting Policy-Relevant Information from Market Interest Rates


Steffen Sorensen


Moody's Investor Services
July 5, 2008


Abstract:     
This paper discusses recent advances in extracting policy-relevant information form market interest rates.

Keywords: term structure, monetary policy

JEL Classification: E40

working papers series


Date posted: July 9, 2008  

Suggested Citation

Sorensen, Steffen, Recent Advances in Extracting Policy-Relevant Information from Market Interest Rates (July 5, 2008). Available at SSRN: http://ssrn.com/abstract=1155849

Contact Information

Steffen Sorensen (Contact Author)
Moody's Investor Services
New York, NY 10007
United States
Feedback to SSRN (Beta)


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