Natural rate chimera and bond pricing reality
Year of publication: |
[2020]
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Authors: | Brand, Claus ; Goy, Gavin ; Lemke, Wolfang |
Publisher: |
Amsterdam, the Netherlands : De Nederlandsche Bank NV |
Subject: | Natural rate of interest | r* | equilibrium real rate | arbitrage-free Nelson-Siegelterm structure model | term premia | unobserved components | Bayesian estimation | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Schätzung | Estimation | Anleihe | Bond | Zins | Interest rate | Realzins | Real interest rate | Bayes-Statistik | Bayesian inference | Kointegration | Cointegration | CAPM | Theorie | Theory | Geldpolitik | Monetary policy |
Extent: | 1 Online-Ressource (circa 47 Seiten) Illustrationen |
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Series: | DNB working papers. - Amsterdam : DNB, ZDB-ID 2435220-2. - Vol. no. 666 (January 2020) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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