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~language:"und"
~person:"Schmidt, Roland"
~subject:"Interest rates"
~subject:"Monetary policy"
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Interest rates
Monetary policy
Inflation risk
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ARCH model
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Cointegration analysis
1
Discretionary policy
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Employment
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Expected inflation
1
Forward rate
1
Future spot rate
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German money demand
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Inflation expectation
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Inflation rate
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Inflation target of the central bank
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Labour-productivity
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Mean-variance model
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Monetary policy games
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Monetary rules
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Money market model
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Neutral contracts
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Risk premium
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Schmidt, Roland
Klein, Martin
4
Drees, Burkhard
1
Eckwert, Bernhard
1
Henry, Jerome
1
Martin, Klein
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Mueller, Sigrid
1
Mueller-Brockhaus, G.
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Weidmann, Jens
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Weissenberger E.
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University of Bonn, Germany
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Discussion Paper Serie B
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RePEc
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Why the forward rate is a biased predictor of the future spot rate if investors are riskneutral
Schmidt, Roland
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University of Bonn, Germany
Persistent link: https://www.econbiz.de/10004968301
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Is inflation risk associated with the rate of inflation? New evidence for cointegrated time series
Schmidt, Roland
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University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028487
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