What moves treasury yields?
Emanuel Moench and Soroosh Soofi Siavash
| Year of publication: |
29 March 2021
|
|---|---|
| Authors: | Mönch, Emanuel ; Soofi-Siavash, Soroosh |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Term Structure of Interest Rates | yield curve | news shocks | Uncertainty shocks,Dynamic factor models | structural vector autoregressions | factor-augmented vectorautoregressions | Zinsstruktur | Yield curve | Schock | Shock | VAR-Modell | VAR model | Kapitaleinkommen | Capital income | Rendite | Yield | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Staatspapier | Government securities | Volatilität | Volatility | Öffentliche Anleihe | Public bond | Ankündigungseffekt | Announcement effect |
| Extent: | 1 Online-Ressource (circa 69 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP15978 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012498409