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~isPartOf:"Swiss Journal of Economics and Statistics"
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Reaction of Swiss Term Premia to Monetary Policy Surprises
Söderlind, Paul
- In:
Swiss Journal of Economics and Statistics
146
(
2010
)
1
,
pp. 385-404
An affine yield curve model is estimated on daily Swiss data 2002–2009. The market
price
of
risk
is modelled in terms …
Persistent link: https://www.econbiz.de/10011933233
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Discussion of "Reaction of Swiss Term Premia to Monetary Policy Surprises" by Paul Söderlind
Lenz, Carlos
- In:
Swiss Journal of Economics and Statistics
146
(
2010
)
1
,
pp. 405-408
Persistent link: https://www.econbiz.de/10011933234
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