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Futures prices as risk-adjusted forecasts of monetary policy
Piazzesi, Monika; Swanson, Eric T. - In: Journal of monetary economics 55 (2008) 4, pp. 677-691
Persistent link: https://www.econbiz.de/10003764351
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Monetary policy surprises and interest rates : evidence from the fed funds futures market
Kuttner, Kenneth N. - In: Journal of monetary economics 47 (2001) 3, pp. 523-544
Persistent link: https://www.econbiz.de/10001588926
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A model of liquidity hoarding and term premia in inter-bank markets
Acharya, Viral V.; Skeie, David - In: Journal of monetary economics 58 (2011) 4, pp. 436-447
Persistent link: https://www.econbiz.de/10009317523
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Examining the bond premium puzzle with a DSGE model
Rudebusch, Glenn D.; Swanson, Eric T. - In: Journal of monetary economics 55 (2008), pp. 111-126
Persistent link: https://www.econbiz.de/10003790067
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Endogenous term premia and anomalies in the term structure of interest rates : explaining the predictability smile
Roberds, William; Whiteman, Charles H. - In: Journal of monetary economics 44 (1999) 3, pp. 555-580
Persistent link: https://www.econbiz.de/10001435017
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Risk premia and term premia in general equilibrium
Abel, Andrew B. - In: Journal of monetary economics 43 (1999) 1, pp. 3-33
Persistent link: https://www.econbiz.de/10001391192
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Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna; Mumtaz, Haroon; Šustek, Roman - In: Journal of monetary economics 124 (2021), pp. 48-65
Persistent link: https://www.econbiz.de/10013274268
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Monetary policy, bond risk premia, and the economy
Ireland, Peter N. - In: Journal of monetary economics 76 (2015), pp. 124-140
Persistent link: https://www.econbiz.de/10011569791
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The term structure of CDS spreads and sovereign credit risk
Augustin, Patrick - In: Journal of monetary economics 96 (2018), pp. 53-76
Persistent link: https://www.econbiz.de/10012108993
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Evaluation of long-dated assets : the role of parameter uncertainty
Gollier, Christian - In: Journal of monetary economics 84 (2016), pp. 66-83
Persistent link: https://www.econbiz.de/10011709636