Macro expectations, aggregate uncertainty, and expected term premia
Year of publication: |
2010
|
---|---|
Authors: | Dick, Christian D. ; Schmeling, Maik ; Schrimpf, Andreas |
Institutions: | Zentrum für Europäische Wirtschaftsforschung (ZEW) |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 10-064 |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing |
Source: |
-
The German sub-national government bond market: evolution, yields and liquidity
Schulz, Alexander, (2008)
-
Market conditions, default risk and credit spreads
Tang, Dragon Yongjun, (2008)
-
Banking and sovereign risk in the euro area
Gerlach, Stefan, (2010)
- More ...
-
Higher-order beliefs among professional stock market forecasters: some first empirical tests
Rangvid, Jesper, (2009)
-
Macro expectations, aggregate uncertainty, and expected term premia
Dick, Christian D., (2010)
-
Macro expectations, aggregate uncertainty, and expected term premia
Dick, Christian D., (2010)
- More ...