Term premium dynamics and the Taylor rule
Year of publication: |
December 2017
|
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Authors: | Gallmeyer, Michael F. ; Hollifield, Burton ; Palomino, Francisco ; Zin, Stanley E. |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 7.2017, 4, p. 1-39
|
Subject: | Affine term structure | general equilibrium | time-varying term premiums | monetary policy | Geldpolitik | Monetary policy | Zinsstruktur | Yield curve | Taylor-Regel | Taylor rule | Theorie | Theory | Risikoprämie | Risk premium | Allgemeines Gleichgewicht | General equilibrium |
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