Understanding the Movements in the Yield Curve by Incorporating Macroeconomic Variables in Term Structure Models

Program
Fulbright Visiting Scholar Program
Program Country
Grant Activity Type
Research
Discipline
Academic Year
Dates
-
Flex
No
Scholar type
Non-U.S. (Visiting) Scholar
Project Title
Understanding the Movements in the Yield Curve by Incorporating Macroeconomic Variables in Term Structure Models

Scholar Information

Grantee
Michiel de Pooter
Title
Doctoral Candidate
Department
Department of Econometrics
Host Institutions
Institution
Faculty
Dr. Monika Piazzesi
Host Department
Graduate School of Business