Unconventional monetary policies and the yield curve : estimating non-affine term structure models with unspanned macro risk by factor extraction
Year of publication: |
2024
|
---|---|
Authors: | Golinski, Adam ; Spencer, Peter D. |
Published in: |
Review of asset pricing studies : RAPS. - Oxford : Oxford Univ. Press, ISSN 2045-9939, ZDB-ID 2600932-8. - Vol. 14.2024, 1, p. 119-152
|
Subject: | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Schätzung | Estimation | Konjunktur | Business cycle |
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