Macro-expectations, aggregate uncertainty, and expected term premia
Christian D. Dick; Maik Schmeling; Andreas Schrimpf
| Year of publication: |
2013
|
|---|---|
| Authors: | Dick, Christian D. ; Schmeling, Maik ; Schrimpf, Andreas |
| Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 58.2013, p. 58-80
|
| Subject: | Bond risk premia | Expectations hypothesis | Time-varying risk premia | Term premia | Macroeconomic uncertainty | Forecast dispersion | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Theorie | Theory | Risiko | Risk | Prognoseverfahren | Forecasting model | Anleihe | Bond | Kapitaleinkommen | Capital income | Prognose | Forecast |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009713167