The effect of uncertainty on the information content of term spread and its components
Year of publication: |
2021
|
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Authors: | Kim, Jun Sik |
Published in: |
Journal of derivatives and quantitative studies. - Bingley, United Kingdom : Emerald Publishing Services, ISSN 2713-6647, ZDB-ID 3064233-4. - Vol. 29.2021, 1, p. 2-28
|
Subject: | Term structure of interest rate | Monetary and interest rate policies | Economic policy uncertainty | Stock market | Economic activity | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Risiko | Risk | Theorie | Theory | Korea | USA | United States |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1108/JDQS-08-2020-0021 [DOI] |
Classification: | E37 - Forecasting and Simulation ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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