Durham, J. Benson - Federal Reserve Board (Board of Governors of the … - 2007
The skew, irrespective of the mean and variance, of investors' interest rate expectations may affect required bond …, Washington, D.C.
Implied Interest Rate Skew, Term Premiums, and the
”Conundrum”
J. Benson Durham
2007-55
NOTE: Staff working ….
Implied Interest Rate Skew, Term Premiums, and the “Conundrum”
J. Benson Durham
*
Division of Monetary Affairs …