Macro risks and the term structure of interest rates

Geert Bekaert, Eric Engstrom, Andrey Ermolov

Year of publication:	2021
Authors:	Bekaert, Geert ; Engstrom, Eric ; Ermolov, Andrey
Published in:	Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 141.2021, 2, p. 479-504
Subject:	Bond return predictability \| Business cycles \| Macro risk factors \| Macroeconomic volatility \| Term premium \| Zinsstruktur \| Yield curve \| Konjunktur \| Business cycle \| Volatilität \| Volatility \| Risiko \| Risk \| Risikoprämie \| Risk premium \| Prognoseverfahren \| Forecasting model \| Anleihe \| Bond \| Schätzung \| Estimation \| Kapitaleinkommen \| Capital income \| Schock \| Shock \| Wirkungsanalyse \| Impact assessment

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