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1
The Expectations Hypothesis of the Term Structure of LIBOR US Dollar Interest Rates
Milobedzki, Pawel
- In:
Dynamic Econometric Models
12
(
2012
),
pp. 5-18
-varying
term
premium
. We find some evidence against the expectations hypothesis. The term premia appear to vary in time and the …
Persistent link: https://www.econbiz.de/10010875603
Saved in:
2
Volatility, Money Market Rates, and the Transmission of Monetary Policy
Carpenter, Seth B.
;
Demiralp, Selva
-
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
-
2011
find that lower volatility in the bank funding markets market, all else equal, leads to a lower
term
premium
and thus …
Persistent link: https://www.econbiz.de/10009371669
Saved in:
3
Volatility, Money Market Rates, and the Transmission of Monetary Policy
Carpenter, Seth B.
;
Demiralp, Selva
-
2011
find that lower volatility in the bank funding markets market, all else equal, leads to a lower
term
premium
and thus …
Persistent link: https://www.econbiz.de/10010500183
Saved in:
4
How do term premia change over time? : evidence from the US dollar LIBOR data using a fourier approximation
Miłobędzki, Pawel
- In:
Argumenta oeconomica
(
2016
)
1
,
pp. 67-86
Persistent link: https://www.econbiz.de/10011626335
Saved in:
5
Disentangling the predictive power of term spreads under inflation targeting
Lee, Jiyoung
- In:
International economic journal
29
(
2015
)
3
,
pp. 419-450
Persistent link: https://www.econbiz.de/10011341826
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