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QE in the fiscal theory : a risk-based view
Corhay, Alexandre; Kung, Howard; Morales, Gonzalo - 2017
fiscal stress in a New Keynesian model with endogenous bond risk premia. Open market debt maturity operations are non …
Persistent link: https://www.econbiz.de/10011721588
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Bond convenience yields and exchange rate dynamics
Valchev, Rosen - 2017
Persistent link: https://www.econbiz.de/10011796957
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When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
Krueger, Dirk; Lustig, Hanno - In: Journal of economic theory 145 (2010) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10003946292
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Anomalies: the equity premium puzzle
Siegel, Jeremy J. - In: The journal of economic perspectives : EP ; a journal … 11 (1997) 1, pp. 191-200
Persistent link: https://www.econbiz.de/10001217921
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Die Beziehung zwischen Aktien- und Anleihenrenditen : eine theoretische und empirische Analyse
Peijan, Achim - 1997
Persistent link: https://www.econbiz.de/10000950799
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Die Beziehung zwischen Aktien- und Anleihenrenditen
Peijan, Achim - 1997
Persistent link: https://www.econbiz.de/10012699269
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Limited household risk sharing : general equilibrium implications for the term structure of interest rates
Mitra, Indrajit; Xu, Yu - 2020
current labor market conditions (as measured by labor market tightness or the job-finding rate) and future bond excess returns …
Persistent link: https://www.econbiz.de/10012308514
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The US public debt valuation puzzle
Jiang, Zhengyang; Lustig, Hanno; Nieuwerburgh, Stijn van; … - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 4, pp. 1309-1347
Persistent link: https://www.econbiz.de/10015048053
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Discount rates, debt maturity, and the fiscal theory
Corhay, Alexandre; Kind, Thilo; Kung, Howard; Morales, … - 2021
This paper examines how the transmission of government portfolio risk arising from maturity operations depends on the stance of monetary/fiscal policy. Accounting for risk premia in the fiscal theory allows the government portfolio to affect the expected inflation, even in a frictionless...
Persistent link: https://www.econbiz.de/10012643869
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Discount rates, debt maturity, and the fiscal theory
Corhay, Alexandre; Kind, Thilo; Kung, Howard; Morales, … - 2021
This paper examines how the transmission of government portfolio risk arising from maturity operations depends on the stance of monetary/fiscal policy. Accounting for risk premia in the fiscal theory allows the government portfolio to affect the expected inflation, even in a frictionless...
Persistent link: https://www.econbiz.de/10012886258