Financial support for this research was provided by the ESRC, Grant no. R000237862. We would like to express particular thanks to Peter Smith and Steffen Sorensen for their comments and help in the preparation of this paper. We would also like to thank the editor Masao Ogaki and an anonymous referee for valuable comments and suggestions.
Macroeconomic Sources of Risk in the Term Structure
Article first published online: 18 JAN 2007
Journal of Money, Credit and Banking
Volume 39, Issue 1, pages 205–236, February 2007
How to Cite
BALFOUSSIA, H. and WICKENS, M. (2007), Macroeconomic Sources of Risk in the Term Structure. Journal of Money, Credit and Banking, 39: 205–236. doi: 10.1111/j.0022-2879.2007.00009.x
- Issue published online: 18 JAN 2007
- Article first published online: 18 JAN 2007
- Received September 9, 2004; and accepted in revised form October 5, 2005.
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