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  3. American Economic Review
  4. May 2005
  5. Modeling Bond Yields in Finance and Macroeconomics

American Economic Review

ISSN 0002-8282 (Print) | ISSN 1944-7981 (Online)

Modeling Bond Yields in Finance and Macroeconomics

  • Francis X. Diebold
  • Monika Piazzesi
  • Glenn D. Rudebusch
American Economic Review
vol. 95, no. 2, May 2005
(pp. 415–420)
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Citation

Diebold, Francis, X., Monika Piazzesi, and Glenn D. Rudebusch. 2005. "Modeling Bond Yields in Finance and Macroeconomics." American Economic Review, 95 (2): 415–420. DOI: 10.1257/000282805774670194

JEL Classification

  • E43 Interest Rates: Determination, Term Structure, and Effects
  • G12 Asset Pricing; Trading Volume; Bond Interest Rates