Monetary policy surprises and their transmission through term premia and expected interest rates
Year of publication: |
2021
|
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Authors: | Kaminska, Iryna ; Mumtaz, Haroon ; Šustek, Roman |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 124.2021, p. 48-65
|
Subject: | High-frequency data | Affine term structure model | Estimation bias | Multidimensional policy shocks | Monetary policy transmission | Geldpolitik | Monetary policy | Zinsstruktur | Yield curve | Zins | Interest rate | Geldpolitische Transmission | Monetary transmission | Schock | Shock | Schätzung | Estimation | Erwartungsbildung | Expectation formation | Risikoprämie | Risk premium |
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