Overnight indexed swap-implied interest rate expectations
Year of publication: |
2021
|
---|---|
Authors: | Lloyd, Simon |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-8
|
Subject: | Monetary policy expectations | Overnightindexed swaps | Geldpolitik | Monetary policy | Zins | Interest rate | Erwartungsbildung | Expectation formation | Swap | Rationale Erwartung | Rational expectations | Zinsstruktur | Yield curve | Inflationserwartung | Inflation expectations | Risikoprämie | Risk premium |
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