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My bibliography Save this paperArbitrage-Free Bond Pricing with Dynamic Macroeconomic Models
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- Michael F. Gallmeyer & Burton Hollifield & Francisco J. Palomino & Stanley E. Zin, 2007. "Arbitrage-free bond pricing with dynamic macroeconomic models," Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 305-326.
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More about this item
JEL classification:
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2007-07-13 (Central Banking)
- NEP-DGE-2007-07-13 (Dynamic General Equilibrium)
- NEP-MAC-2007-07-13 (Macroeconomics)
- NEP-MON-2007-07-13 (Monetary Economics)
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