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Testing the expectations theory in a market of short-term financial assets
Prats Albentosa, María Asuncíon - In: Applied financial economics 8 (1998) 2, pp. 101-109
Persistent link: https://www.econbiz.de/10001244134
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Time varying term premia and risk : the case of the Spanish interbank money market
Robles Fernández, M. Dolores; Flores de Frutos, Rafael - In: Applied financial economics 10 (2000) 3, pp. 243-260
Persistent link: https://www.econbiz.de/10001526279
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Switching-regime models in the Spanish inter-bank market
Beyaert, Arielle; Pérez-Castejón, Juan J. - In: The European journal of finance 6 (2000) 2, pp. 93-112
Persistent link: https://www.econbiz.de/10001519352
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Estimación de primas por plazo sobre tipos de interés en un contexto multivariante
Flores de Frutos, Rafael - In: Revista española de economía 12 (1995) 2, pp. 191-218
Persistent link: https://www.econbiz.de/10001195445
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Markov-switching models, rational expectations and the term structure of interest rates
Beyaert, Arielle; Pérez-Castejón, Juan José - In: Applied economics 41 (2009) 1/3, pp. 399-412
Persistent link: https://www.econbiz.de/10003829417
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Fundamental disagreement about monetary policy and the term structure of interest rates
Cao, Shuo; Crump, Richard K.; Eusepi, Stefano; Mönch, … - 2021 - Revised August 2021
Using a unique data set of individual professional forecasts, we document disagreement about the future path of monetary policy, particularly at longer horizons. The stark differences in short rate forecasts imply strong disagreement about the risk-return trade-off of longer-term bonds....
Persistent link: https://www.econbiz.de/10012249767
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Fundamental disagreement about monetary policy and the term structure of interest rates
Cao, Shuo; Crump, Richard K.; Eusepi, Stefano; Mönch, … - 2020
Persistent link: https://www.econbiz.de/10012254015
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Borrowed reserves, fed funds rate targets, and the term structure
Nilsen, Jeffrey H. - 1997
Persistent link: https://www.econbiz.de/10000956770
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A factor model of the term structure of interest rates and risk premium estimation for Latvia's money market
Ajevskis, Viktors (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003353607