Economic policy uncertainty and the yield curve
Markus Leippold and Felix Matthys
| Year of publication: |
2022
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|---|---|
| Authors: | Leippold, Markus ; Matthys, Felix |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 26.2022, 4, p. 751-797
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| Subject: | Term structure | Yield volatility curve | Hump-shaped volatility | Policy uncertainty | Bondrisk premia | Volatilität | Volatility | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Theorie | Theory | Wirtschaftspolitik | Economic policy | Schätzung | Estimation | Risiko | Risk | Wirkungsanalyse | Impact assessment | Geldpolitik | Monetary policy | Kapitaleinkommen | Capital income |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfac031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349374