Article ID Journal Published Year Pages File Type
5054892 Economic Modelling 2013 8 Pages PDF
Abstract
► The relationship between the yield curve and macroeconomic variables is examined. ► The corresponding relationship is affected by the change in monetary policy. ► Exchange rate has an important role in the yield curve dynamics.
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Authors
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