Monetary policy regimes : implications for the yield curve and bond pricing
Kameliya Filipova; Francesco Audrino; Enrico De Giorgi
| Year of publication: |
2014
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|---|---|
| Authors: | Filipova, Kameliya ; Audrino, Francesco ; De Giorgi, Enrico |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 113.2014, 3, p. 427-454
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| Subject: | Threshold regime switching model | Macroeconomic variables | Term structure of interest rates | Asset pricing | Nonlinear dynamics | Business cycles | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Theorie | Theory | Konjunktur | Business cycle | Anleihe | Bond | Risikoprämie | Risk premium | Schätzung | Estimation | Markov-Kette | Markov chain |
| 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://www.econbiz.de/10010495817