The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
American Economic ReviewPublished 1 February 2005
Refet S. Gürkaynak, Brian Sack, Eric T. Swanson
Citations995
SJR quartileQ1
SJR score25.10
SNIP6.91
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Abstract
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models by Refet S. Gürkaynak, Brian Sack and Eric Swanson. Published in volume 95, issue 1, pages 425-436 of American Economic Review, March 2005
Keywords
Economics, Econometrics and Finance
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