The term premium, time varying interest rate volatility and central bank policy reaction
Peter Kugler
| Year of publication: |
2002
|
|---|---|
| Authors: | Kugler, Peter |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 76.2002, 3, p. 311-316
|
| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Risikoprämie | Risk premium | Geldpolitik | Monetary policy | ARCH-Modell | ARCH model | USA | United States | 1973-1995 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001691844