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

Posted: 9 Jul 2008

Date Written: 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

Suggested Citation

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

Steffen Sorensen (Contact Author)

Moody's Investor Services

New York, NY 10007
United States

Register to save articles to
your library

Register

Paper statistics

Abstract Views
141
PlumX Metrics