What we do and don't know about the term premium

Understanding long-term interest rate fluctuations requires one to understand what the term premium is and how it may change over time. In this Economic Letter, we define the term premium and explain the state of the art in measuring it. We conclude with some discussion of the limitations of our current knowledge.

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Year of publication:	2007
Authors:	Swanson, Eric T.
Published in:	FRBSF Economic Letter. - Federal Reserve Bank of San Francisco. - 2007, 21
Publisher:	Federal Reserve Bank of San Francisco
Subject:	Interest rates

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Extent:	text/html application/pdf
Type of publication:	Article
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005706990