Geopolitical risks and the high-frequency movements of the US term structure of interest rates
Rangan Gupta, Anandamayee Majumdar, Jacobus Nel, Sowmya Subramaniam
| Year of publication: |
2021
|
|---|---|
| Authors: | Gupta, Rangan ; Majumdar, Anandamayee ; Nel, Jacobus ; Subramaniam, Sowmya |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 16.2021, 3, p. 1-16
|
| Subject: | Yield curve factors | geopolitical risks | causality-in-quantiles test | Zinsstruktur | Yield curve | USA | United States | Geopolitik | Geopolitics | Risiko | Risk | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495221500123 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013185440