The bond premium in a DSGE model with long-run real and nominal risks
Year of publication: |
2012
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Authors: | Rudebusch, Glenn D. ; Swanson, Eric T. |
Published in: |
American economic journal : a journal of the American Economic Association. - Nashville, Tenn. : American Economic Association, ISSN 1945-7707, ZDB-ID 2442376-2. - Vol. 4.2012, 1, p. 105-143
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Subject: | Anleihe | Bond | Intertemporale Entscheidung | Intertemporal choice | Zinsstruktur | Yield curve | Indexbindung | Indexation | Dynamisches Gleichgewicht | Dynamic equilibrium | Theorie | Theory | USA | United States | 1960-2007 |
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The bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D., (2008)
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The Bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D., (2008)
-
The bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D., (2008)
- More ...
-
The bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D., (2008)
-
The bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D., (2008)
-
The Bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D., (2008)
- More ...