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~person:"Tristani, Oreste"
~subject:"Niedrigzinspolitik"
~subject:"Risk premium"
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Niedrigzinspolitik
Risk premium
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25
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19
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18
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17
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regime switches
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term structure of interest rates
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central bank credibility
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monetary policy
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risk premia
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Tristani, Oreste
Hördahl, Peter
31
Christensen, Jens H. E.
23
D'Amico, Stefania
20
Rudebusch, Glenn D.
19
Verdelhan, Adrien
18
Krippner, Leo
16
Meldrum, Andrew
16
Andreasen, Martin Møller
15
Chernov, Mikhail
15
Pericoli, Marcello
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Wu, Jing Cynthia
14
Bauer, Michael D.
13
Bernoth, Kerstin
13
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13
Iania, Leonardo
13
Orphanides, Athanasios
13
Singleton, Kenneth J.
13
Bekaert, Geert
12
Kim, Don H.
12
Sarno, Lucio
12
Vayanos, Dimitri
12
Wright, Jonathan H.
12
Gilchrist, Simon
11
Lemke, Wolfgang
11
Lustig, Hanno
11
Moessner, Richhild
11
Monfort, Alain
11
Remolona, Eli M.
11
Renne, Jean-Paul
11
Taboga, Marco
11
Wei, Min
11
Afonso, António
10
Bansal, Ravi
10
Collin-Dufresne, Pierre
10
Dai, Qiang
10
Kaminska, Iryna
10
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10
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ECONIS (ZBW)
17
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1
Monetary policy and long-term
interest
rates
Amisano, Gianni
;
Tristani, Oreste
- In:
Quantitative economics : QE ; journal of the …
14
(
2023
)
2
,
pp. 689-716
. An increase in equity premia will therefore be accompanied by a cut in policy
interest
rates
, even if the policy rule …
Persistent link: https://www.econbiz.de/10014308589
Saved in:
2
Modelling yields at the lower bound through regime shifts
Hördahl, Peter
;
Tristani, Oreste
-
2019
Persistent link: https://www.econbiz.de/10012131114
Saved in:
3
Modelling yields at the lower bound through regime shifts
Hördahl, Peter
;
Tristani, Oreste
-
2019
We propose a regime-switching approach to deal with the lower bound on nominal
interest
rates
in dynamic term structure …
Persistent link: https://www.econbiz.de/10012107934
Saved in:
4
The Yield Curve and Macroeconomic Dynamics
Hördahl, Peter
;
Tristani, Oreste
;
Vestin, David
-
2021
-maturity bond yields that are almost as volatile as short-term
interest
rates
. At the same time, we are able to fit sample moments …
Persistent link: https://www.econbiz.de/10013316763
Saved in:
5
Modelling Yields at the Lower Bound Through Regime Shifts
Hördahl, Peter
-
2019
We propose a regime-switching approach to deal with the lower bound on nominal
interest
rates
in dynamic term structure …
Persistent link: https://www.econbiz.de/10012861844
Saved in:
6
Inflation Risk Premia in the Euro Area and the United States
Hördahl, Peter
-
2017
We use a joint model of macroeconomic and term structure dynamics to estimate inflation risk premia and inflation expectations in the United States and the euro area. To sharpen our estimation, we include in the information set macro data and survey data on inflation and interest rate...
Persistent link: https://www.econbiz.de/10012963028
Saved in:
7
Inflation risk premia in the US and the euro area
Hördahl, Peter
;
Tristani, Oreste
-
2010
, while they are procyclical in the US. - Term structure of
interest
rates
; inflation risk premia ; central bank credibility …
Persistent link: https://www.econbiz.de/10008746583
Saved in:
8
Inflation risk premia in the US and the euro area
Hördahl, Peter
;
Tristani, Oreste
-
2010
Persistent link: https://www.econbiz.de/10008904020
Saved in:
9
Inflation Risk Premia in the US and the Euro Area
Hördahl, Peter
-
2010
We use a joint model of macroeconomic and term structure dynamics to estimate inflation risk premia in the United States and the euro area. To sharpen our estimation, we include in the information set macro data and survey data on inflation and interest rate expectations at various future...
Persistent link: https://www.econbiz.de/10013135613
Saved in:
10
Inflation Risk Premia in the US and the Euro Area
Hördahl, Peter
-
2010
We use a joint model of macroeconomic and term structure dynamics to estimate inflation risk premia in the United States and the euro area. To sharpen our estimation, we include in the information set macro data and survey data on inflation and interest rate expectations at various future...
Persistent link: https://www.econbiz.de/10013135685
Saved in:
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