The U.S. Treasury term premia in a low interest rate regime
Maksim Isakin and Phuong V. Ngo
| Year of publication: |
2025
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| Authors: | Isakin, Maksim ; Ngo, Phuong |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 23.2025, 3, Art.-No. nbae030, p. 1-24
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| Subject: | Markov switching | term premia | yield curve | monetary policy | low interest rates | ELB | ZLB | conditional covariance | Zinsstruktur | Yield curve | USA | United States | Geldpolitik | Monetary policy | Zins | Interest rate | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Staatspapier | Government securities | Niedrigzinspolitik | Low-interest-rate policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbae030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015425428