A dynamic term structure model of Central Bank policy

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2009. === Cataloged from PDF version of thesis. === Includes bibliographical references (p. 115-118). === This thesis investigates the implications of explicitly modeling the monetary policy...

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Bibliographic Details
Main Author: Staker, Shawn W
Other Authors: Leonid Kogan.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2010
Subjects:
Online Access:http://hdl.handle.net/1721.1/53304