The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Rangan Gupta, Syed Jawad Hussain Shahzad, Xin Sheng, Sowmya Subramaniam
| Year of publication: |
2023
|
|---|---|
| Authors: | Gupta, Rangan ; Shahzad, Syed Jawad Hussain ; Sheng, Xin ; Subramaniam, Sowmya |
| Subject: | causality-in-quantiles test | oil supply and demand shocks | risk shock | yield curve factors | Zinsstruktur | Yield curve | USA | United States | Schock | Shock | Schätzung | Estimation | Staatspapier | Government securities | VAR-Modell | VAR model | Risikoprämie | Risk premium | Konjunktur | Business cycle | Ölmarkt | Oil market | Ölpreis | Oil price | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2511 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014253453