The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks
Year of publication: |
2010
|
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Authors: | Rudebusch, Glenn D. ; Swanson, Eric T. |
Publisher: |
[S.l.] : SSRN |
Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | Anleihe | Bond | Zinsstruktur | Yield curve | Theorie | Theory | Indexbindung | Indexation | Intertemporale Entscheidung | Intertemporal choice |
Extent: | 1 Online-Ressource (50 p) |
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Series: | National Bank of Belgium Working Paper ; No. 143 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 16, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1685158 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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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)
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The bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D., (2012)
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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)
-
The Bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D., (2008)
- More ...