Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10002253230
This paper has two objectives. The first is to identify the long-term public perception of monetary policy. The second is to identify the relationship between this perception and long-term bond rates. For German data, the use of a two-factor model of the term structure results in the best...
Persistent link: https://www.econbiz.de/10014223601