Unconventional monetary policies and the yield curve : estimating non-affine term structure models with unspanned macro risk by factor extraction
Adam Goliński, Peter Spencer
| Year of publication: |
2024
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|---|---|
| Authors: | Golinski, Adam ; Spencer, Peter D. |
| Published in: |
Review of asset pricing studies : RAPS. - Oxford : Oxford Univ. Press, ISSN 2045-9939, ZDB-ID 2600932-8. - Vol. 14.2024, 1, p. 119-152
|
| Subject: | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Theorie | Theory | Risikoprämie | Risk premium |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rapstu/raad011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014527072