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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

September 2005 - December 2005

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

Institution

Erasmus University Rotterdam

Department

Department of Econometrics

Host Institutions

Institution

University of Chicago

Faculty

Dr. Monika Piazzesi

Host Department

Graduate School of Business