Estimating nominal interest rate expectations : overnight indexed swaps and the term structure
Simon P. Lloyd
| Year of publication: |
2020
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| Authors: | Lloyd, Simon P. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 119.2020, p. 1-19
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| Subject: | Dynamic term structure model | Monetary policy expectations | Overnight indexed swaps | Term premia | Term structure of interest rates | Zinsstruktur | Yield curve | Swap | Geldpolitik | Monetary policy | Theorie | Theory | Risikoprämie | Risk premium | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2020.105915 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012521227