Term premia implications of macroeconomic regime changes
Year of publication: |
January 2016
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Authors: | Carboni, Giacomo |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 20.2016, 1, p. 251-275
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Subject: | Term Premia | Regime Switching | DSGE Models | Zinsstruktur | Yield curve | Dynamisches Gleichgewicht | Dynamic equilibrium | Risikoprämie | Risk premium | Geldpolitik | Monetary policy | DSGE-Modell | DSGE model | Theorie | Theory | Großbritannien | United Kingdom |
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