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Credit spreads and credit policies
Correia, Isabel Horta; De Fiore, Fiorella; Teles, Pedro; … - 2014
Persistent link: https://www.econbiz.de/10010363249
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Monetary policy actions and the term structure of interest rates : a cross-country analysis
Buttiglione, Luigi - In: Monetary policy and interest rates : proceedings of a …, (pp. 121-162). 1998
Persistent link: https://www.econbiz.de/10001303480
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Inflation Risk Premia in the US and the Euro Area
Hördahl, Peter - 2010
We use a joint model of macroeconomic and term structure dynamics to estimate inflation risk premia in the United States and the euro area. To sharpen our estimation, we include in the information set macro data and survey data on inflation and interest rate expectations at various future...
Persistent link: https://www.econbiz.de/10013135613
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Inflation Risk Premia in the US and the Euro Area
Hördahl, Peter - 2010
We use a joint model of macroeconomic and term structure dynamics to estimate inflation risk premia in the United States and the euro area. To sharpen our estimation, we include in the information set macro data and survey data on inflation and interest rate expectations at various future...
Persistent link: https://www.econbiz.de/10013135685
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Inflation risk premia in the US and the euro area
Hördahl, Peter; Tristani, Oreste - 2010
We use a joint model of macroeconomic and term structure dynamics to estimate inflation risk premia in the United States and the euro area. To sharpen our estimation, we include in the information set macro data and survey data on inflation and interest rate expectations at various future...
Persistent link: https://www.econbiz.de/10008746583
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Inflation risk premia in the US and the euro area
Hördahl, Peter; Tristani, Oreste - 2010
Persistent link: https://www.econbiz.de/10008904020
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Inflation risk premia in the term structure of interest rates
Hördahl, Peter; Tristani, Oreste - In: Journal of the European Economic Association 10 (2012) 3, pp. 634-657
Persistent link: https://www.econbiz.de/10009573890
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Inflation risk premia in the euro area and the United States
Hördahl, Peter; Tristani, Oreste - In: International journal of central banking : IJCB 10 (2014) 3, pp. 1-47
Persistent link: https://www.econbiz.de/10010469965
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A joint econometric model of macroeconomic and term-structure dynamics
Hördahl, Peter; Tristani, Oreste; Vestin, David - In: Journal of econometrics 131 (2006) 1/2, pp. 405-444
Persistent link: https://www.econbiz.de/10003298603
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The yield curve and macroeconomic dynamics
Hördahl, Peter; Tristani, Oreste; Vestin, David - In: The economic journal : the journal of the Royal … 118 (2008), pp. 1937-1970
Persistent link: https://www.econbiz.de/10003774371