The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises
Year of publication: |
2022
|
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Authors: | Shang, Fei |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 137.2022, p. 1-18
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Subject: | Dynamic nelson-Siegel model with regime shifts | Monetary policy surprises | Uncertainty | Geldpolitik | Monetary policy | Zinsstruktur | Yield curve | Theorie | Theory | Risiko | Risk |
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