Search Results - subject:"dynamic term structure"

The time-varying bond risk premia in China

Zhang, Han; Guo, Bin; Liu, Lanbiao - In: Journal of empirical finance 65 (2022), pp. 51-76

Persistent link: https://www.econbiz.de/10013286400

Estimating nominal interest rate expectations : overnight indexed swaps and the term structure

Lloyd, Simon P. - 2018

Persistent link: https://www.econbiz.de/10011926163

The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation

Argyropoulos, Efthymios; Tzavalis, Elias - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 785-796

Persistent link: https://www.econbiz.de/10012655704

Estimating nominal interest rate expectations : overnight indexed swaps and the term structure

Loyd, Simon P. - 2017

Persistent link: https://www.econbiz.de/10012423770

The effect of conventional and unconventional euro area monetary policy on macroeconomic variables

Halberstadt, Arne; Krippner, Leo - 2016

We investigate the e ect of monetary policy on European macroeconomic variables using a small-scale vector autoregression (VAR) and the "Effective Monetary Stimulus" (EMS). The EMS is a monetary policy metric obtained from yield curve data that is designed to consistently reflect the overall...

Persistent link: https://www.econbiz.de/10011581204