A daily view of yield spreads and short-term interest rate movements

William Roberds; David Runkle; Charles H. Whiteman

doi:10.2307/2077965

A daily view of yield spreads and short-term interest rate movements

William Roberds
, David Runkle
, Charles H. Whiteman

Smeal College of Business

Research output: Contribution to journal › Review article › peer-review

30 Scopus citations

Original language	English (US)
Pages (from-to)	34-53
Number of pages	20
Journal	Journal of Money, Credit and Banking
Volume	28
Issue number	1
DOIs	https://doi.org/10.2307/2077965
State	Published - Feb 1996

All Science Journal Classification (ASJC) codes

Accounting
Finance
Economics and Econometrics

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10.2307/2077965

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title = "A daily view of yield spreads and short-term interest rate movements",

author = "William Roberds and David Runkle and Whiteman, \{Charles H.\}",

year = "1996",

month = feb,

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volume = "28",

pages = "34--53",

journal = "Journal of Money, Credit and Banking",

issn = "0022-2879",

publisher = "Wiley-Blackwell",

number = "1",

}

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AU - Roberds, William

AU - Runkle, David

AU - Whiteman, Charles H.

PY - 1996/2

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JO - Journal of Money, Credit and Banking

JF - Journal of Money, Credit and Banking

IS - 1

ER -

A daily view of yield spreads and short-term interest rate movements

All Science Journal Classification (ASJC) codes

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