Term structure of interest rates with short-run and long-run risks
Year of publication: |
2015
|
---|---|
Authors: | Grishchenko, Olesya ; Song, Zhaogang ; Zhou, Hao |
Publisher: |
Washington, DC : Div. of Research & Statistics and Monetary Affairs, Federal Reserve Board |
Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Risiko | Risk |
-
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio, (2019)
-
Introducing global term structure in a risk parity framework
Stagnol, Lauren, (2017)
-
Yield curve and financial uncertainty : evidence based on US data
Castelnuovo, Efrem, (2019)
- More ...
-
Term Structure of Interest Rates with Short-Run and Long-Run Risks
Grishchenko, Olesya V., (2017)
-
Term structure of interest rates with short-run and long-run risks
Grishchenko, Olesya V., (2022)
-
Term Structure of Interest Rates with Short-Run and Long-Run Risks
Grishchenko, Olesya V., (2015)
- More ...