Bond Risk Premiums and Optimal Monetary Policy
Year of publication: |
2012
|
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Authors: | Palomino, Francisco |
Published in: |
Review of Economic Dynamics. - Society for Economic Dynamics - SED. - Vol. 15.2012, 1, p. 19-40
|
Publisher: |
Society for Economic Dynamics - SED |
Subject: | Affine term structure | General equilibrium | Time-varying term premiums | Monetary policy | Discretion vs. commitment |
Type of publication: | Article |
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Notes: | Published |
Other identifiers: | 10.1016/j.red.2010.05.003 [DOI] |
Classification: | D51 - Exchange and Production Economies ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G12 - Asset Pricing |
Source: |
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