Sovereign bonds, coskewness, and monetary policy regimes
Year of publication: |
2020
|
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Authors: | Li, Yulin ; Wald, John K. ; Wang, Zijun |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 50.2020, p. 1-17
|
Subject: | Coskewness | Monetary policy regime | Sovereign bond returns | Sovereign interest rates | Öffentliche Anleihe | Public bond | Geldpolitik | Monetary policy | Zinsstruktur | Yield curve | Öffentliche Schulden | Public debt | Zins | Interest rate | Eurozone | Euro area |
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