Real and nominal equilibrium yield curves
Year of publication: |
2021
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Authors: | Hsu, Alex ; Li, Erica X. N. ; Palomino, Francisco |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 2, p. 1138-1158
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Subject: | term structure of interest rates | bond risk premia | monetary policy | nominal rigidities | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Risikoprämie | Risk premium | Theorie | Theory | Anleihe | Bond | Inflationserwartung | Inflation expectations | Kapitaleinkommen | Capital income |
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