A no-arbitrage macro finance approach to the term structure of interest rates

@inproceedings{Thafeni2015ANM,
  title={A no-arbitrage macro finance approach to the term structure of interest rates},
  author={Phumza Thafeni},
  year={2015}
}
This work analysis the main macro-finance models of the term structure of interest rates that determines the joint dynamics of the term structure and the macroeconomic fundamentals under a no-arbitrage approach. There has been a long search during the past decades of trying to study the relationship between the term structure of interest rates and the economy, to the extent that much of recent research has combined elements of finance, monetary economics, and the macroeconomics to analyse the… CONTINUE READING

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