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J-GLOBAL ID：201902207858494748   Reference number：19S0368526

The role of uncertainty in the term structure of interest rates: A GARCH-ATSM approach

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Author (2)：
Koeda, Junko

About Koeda, Junko

(School of Political Science and Economics, Waseda University)

About School of Political Science and Economics, Waseda University

, 
Kato, Ryo

About Kato, Ryo

(Bank of Japan)

About Bank of Japan


Material：
Applied Economics

About Applied Economics


Volume： 47  Issue： 34-35  Page： 3710-3722  Publication year： 2015 
JST Material Number： SCOPUS  ISSN： 0003-6846 
Country of issue： United Kingdom (GBR)  Language： English (EN)

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