Market volatility, monetary policy and the term premium
Year of publication: |
January 2017
|
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Authors: | Mallick, Sushanta Kumar ; Mohanty, M. S. ; Zampolli, Fabrizio |
Publisher: |
[Basel] : Bank for International Settlements, Monetary and Economic Department |
Subject: | bond market volatility | VIX | unconventional monetary policy | quantitative easing | long-term interest rate | term premia | Geldpolitik | Monetary policy | Zinsstruktur | Yield curve | Volatilität | Volatility | Risikoprämie | Risk premium | Rentenmarkt | Bond market | Öffentliche Anleihe | Public bond | Quantitative Lockerung | Quantitative easing | Zins | Interest rate | Schätzung | Estimation | Japan |
Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
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Series: | Working papers / Bank for International Settlements. - Basle, ISSN 1682-7678, ZDB-ID 2467027-3. - Vol. no 606 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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