Add to ORKGChicago Booth School of Business. This paper was formerly titled "Term Structure of Interest Rate Volatility and Macroeconomic Uncertainty". The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research. NBER working papers are circulated for discussion and comment purposes. They have not been peer-reviewed or been subject to the review by the NBER Board of Directors that accompanies official NBER publications
valuable comments and discussions. We thank the Columbia University Center for International Busines...
the authors and do not necessarilyreflect the views of the National Bureau of Economic Research. NBE...
for helpful comments. The views expressed herein are those of the authors and do not necessarily ref...
Consequeneces of Uncertainty for helpful comments. The views expressed here are those of the authors...
Center for the Study of the Economy and the State. The views expressed herein are those of the autho...
and the University of Texas at Austin, for helpful comments. The views expressed herein are those of...
discussions. This paper was first circulated in February 2009 under the title "Time-varying ris...
The views expressed herein are those of the authors and do not necessarily reflect the views of the ...
conference audiences for comments. The views expressed herein are those of the authors and do not ne...
intervening drafts. The views expressed herein are those of the author and do not necessarily reflec...
herein are those of the authors and do not necessarily reflect the views of the National Bureau of E...
of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Researc...
The views expressed herein are those of the authors and do not necessarily reflect the views of the ...
and at the SAFE Asset Pricing Workshop for helpful comments. The views expressed herein are those of...
1-4. The views expressed herein are those of the authors and do not necessarily reflect the views of...
valuable comments and discussions. We thank the Columbia University Center for International Busines...
the authors and do not necessarilyreflect the views of the National Bureau of Economic Research. NBE...
for helpful comments. The views expressed herein are those of the authors and do not necessarily ref...
Consequeneces of Uncertainty for helpful comments. The views expressed here are those of the authors...
Center for the Study of the Economy and the State. The views expressed herein are those of the autho...
and the University of Texas at Austin, for helpful comments. The views expressed herein are those of...
discussions. This paper was first circulated in February 2009 under the title "Time-varying ris...
The views expressed herein are those of the authors and do not necessarily reflect the views of the ...
conference audiences for comments. The views expressed herein are those of the authors and do not ne...
intervening drafts. The views expressed herein are those of the author and do not necessarily reflec...
herein are those of the authors and do not necessarily reflect the views of the National Bureau of E...
of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Researc...
The views expressed herein are those of the authors and do not necessarily reflect the views of the ...
and at the SAFE Asset Pricing Workshop for helpful comments. The views expressed herein are those of...
1-4. The views expressed herein are those of the authors and do not necessarily reflect the views of...
valuable comments and discussions. We thank the Columbia University Center for International Busines...
the authors and do not necessarilyreflect the views of the National Bureau of Economic Research. NBE...
for helpful comments. The views expressed herein are those of the authors and do not necessarily ref...