Schwarzbach, Christoph; Klippstein, Anna; Tholl, Johannes; … - In: Zeitschrift für die gesamte Versicherungswissenschaft 112 (2023) 4, pp. 369-387
yields. Moreover, by examining 2- and 30-year interest rates, feedback effects between the two time series can be detected …. This is not the case when analyzing 2- and 10-year bond yields. As is widely known, long-term interest rates are … empirical findings should certainly not focus on changes to the key interest rates because these remained unchanged during the …