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Interest rate skewness and biased beliefs
Bauer, Michael D.; Chernov, Mikhail - 2021 - First draft: January 2021, this draft: June 16, 2021
-frequency interest rate changes around FOMC announcements, and consensus survey forecast errors for the ten-year Treasury yield. The …-term Treasury yields starting in late 2020. The connection between skewness, survey forecast errors, excess returns, and departures …
Persistent link: https://www.econbiz.de/10012547050
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Interest rate skewness and biased beliefs
Bauer, Michael D.; Chernov, Mikhail - 2021 - This draft: June 16, 2021
-frequency interest rate changes around FOMC announcements, and consensus survey forecast errors for the ten-year Treasury yield. The …-term Treasury yields starting in late 2020. The connection between skewness, survey forecast errors, excess returns, and departures …
Persistent link: https://www.econbiz.de/10012584702
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Interest rate skewness and biased beliefs
Bauer, Michael D.; Chernov, Mikhail - 2021
Persistent link: https://www.econbiz.de/10012544932
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Reputation and forecast revisions : evidence from the FOMC
Tillmann, Peter - 2011
forecast revisions, is particularly strong for nonvoting members of the committee. -- biased forecasts ; reputation ; forecast …
Persistent link: https://www.econbiz.de/10009231373
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Are long-term inflation expectations well-anchored? : evidence from the euro area and the United States
Tsenova, Tsvetomira - In: Bulletin of economic research 67 (2015) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10011393226
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Expectations, bond yields and monetary policy
Chun, Albert Lee (contributor) - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003755654
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Essays on the dynamic interaction of expectations, monetary policy and the term structure of interest rates
Chun, Albert Lee - 2007
Persistent link: https://www.econbiz.de/10009693124
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Expectations, bond yields, and monetary policy
Chun, Albert Lee - In: The review of financial studies 24 (2011) 1, pp. 208-247
Persistent link: https://www.econbiz.de/10008909440
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Term structure views of monetary policy under alternative models of agent expectations
Kozicki, Sharon; Tinsley, Peter A. - In: Journal of economic dynamics & control 25 (2001) 1/2, pp. 149-184
Persistent link: https://www.econbiz.de/10001518180
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Long-term price forecast vs. inflation-linked JGB (JGBi) : still long-term bullish on linkers
Yamakawa, Tetsufumi - 2006
Persistent link: https://www.econbiz.de/10003334437