Term premium dynamics and the Taylor rule
Michael Gallmeyer, Burton Hollifield, Francisco Palomino, Stanley Zin
| Year of publication: |
December 2017
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|---|---|
| Authors: | Gallmeyer, Michael F. ; Hollifield, Burton ; Palomino, Francisco ; Zin, Stanley E. |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 7.2017, 4, p. 1-39
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| Subject: | Affine term structure | general equilibrium | time-varying term premiums | monetary policy | Geldpolitik | Monetary policy | Taylor-Regel | Taylor rule | Zinsstruktur | Yield curve | Theorie | Theory | Allgemeines Gleichgewicht | General equilibrium | Risikoprämie | Risk premium | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010139217500112 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011774152