Research Catalog

A three-factor econometric model of the U.S. term structure

Title
A three-factor econometric model of the U.S. term structure / by Frank F. Gong and Eli Remolona.
Author
Gong, Frank F.
Publication
New York, N.Y. : Federal Reserve Bank of New York, [1996]

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Details

Additional Authors
  • Remolona, Eli M.
  • Federal Reserve Bank of New York.
Description
24 pages, 10 unnumbered pages : illustrations; 28 cm.
Series Statement
Research paper ; no. 9619
Uniform Title
Research paper (Federal Reserve Bank of New York) ; no. 9619.
Alternative Title
A three factor econometric model of the U.S. term structure
Subject
Interest rates > United States > Econometric models
Note
  • "July 1996."
Bibliography (note)
  • Includes bibliographical references (p. 32-34).
OCLC
ocm35740773
Owning Institutions
Columbia University Libraries