A structural decomposition of the US yield curve
Year of publication: |
2009
|
---|---|
Authors: | De Graeve, Ferre ; Emiris, Marina ; Wouters, Rafael |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 56.2009, 4, p. 545-559
|
Subject: | Zinsstruktur | Yield curve | Dynamisches Gleichgewicht | Dynamic equilibrium | Erwartungsbildung | Expectation formation | Dekompositionsverfahren | Decomposition method | Inflationserwartung | Inflation expectations | USA | United States |
-
A Structural Decomposition of the US Yield Curve
De Graeve, Ferre, (2009)
-
UK term structure decompositions at the zero lower bound
Carriero, Andrea, (2015)
-
UK term structure decompositions at the zero lower bound
Carriero, Andrea, (2016)
- More ...
-
Risk premiums and macroeconomic dynamics in a heterogeneous agent model
De Graeve, Ferre, (2008)
-
Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model
De Graeve, Ferre, (2010)
-
Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model
De Graeve, Ferre, (2009)
- More ...