Economic policy uncertainty and the yield curve
Year of publication: |
2022
|
---|---|
Authors: | Leippold, Markus ; Matthys, Felix |
Subject: | Term structure | Yield volatility curve | Hump-shaped volatility | Policy uncertainty | Bondrisk premia | Volatilität | Volatility | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Wirtschaftspolitik | Economic policy | Risiko | Risk | Theorie | Theory | Kapitaleinkommen | Capital income | Rendite | Yield | Schätzung | Estimation |
-
Economic Policy Uncertainty and the Yield Curve
Leippold, Markus, (2022)
-
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio, (2019)
-
Information Uncertainty, Volatility Term Structure and Index Option Returns
Zhu, Cai, (2015)
- More ...
-
Government Policy Uncertainty and the Yield Curve
Leippold, Markus, (2017)
-
Endogenous Markov Switching Regression Models for High-Frequency Data Under Microstructure Noise
Leippold, Markus, (2015)
-
Economic Policy Uncertainty and the Yield Curve
Leippold, Markus, (2015)
- More ...