Expectations and risk premia at 8:30am : deciphering the responses of bond yields to macroeconomic announcements
Peter Hördahl, Eli M. Remolona, and Giorgio Valente
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Hördahl, Peter ; Remolona, Eli M. ; Valente, Giorgio |
| Publisher: |
Hong Kong : Hong Kong Institute for Monetary Research |
| Subject: | affine models | bond excess returns | economic announcements | term structure of interest rates | Zinsstruktur | Yield curve | Ankündigungseffekt | Announcement effect | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Anleihe | Bond | Öffentliche Anleihe | Public bond | CAPM | Theorie | Theory | Erwartungsbildung | Expectation formation |
| Extent: | 1 Online-Ressource (circa 51 Seiten) Illustrationen |
|---|---|
| Series: | HKIMR working paper. - Hong Kong, ZDB-ID 2457293-7. - Vol. 2017, no. 27 (December 2017) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012201648