Schwarzbach, Christoph; Klippstein, Anna; Tholl, Johannes; … - In: Zeitschrift für die gesamte Versicherungswissenschaft 112 (2023) 4, pp. 369-387
During the COVID-19 pandemic, German short-term government bond yields seem to Granger cause long-term government bond yields. Moreover, by examining 2- and 30-year interest rates, feedback effects between the two time series can be detected. This is not the case when analyzing 2- and 10-year...
