Yield curve rotations, monetary shocks, and Greenspan’s Conundrum
Victor J. Valcarcel
| Year of publication: |
2019
|
|---|---|
| Authors: | Valcarcel, Victor J. |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 3.2019, 1, p. 1-21
|
| Subject: | Structural Vector Autoregressions (SVARs) | sign restrictions | yield curve | Greenspan’s Conundrum | Operation Twist | unexpected monetary policy shocks | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Zinsstruktur | Yield curve | Schock | Shock | Theorie | Theory | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2019.1.1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176176