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The bond yield "conundrum" from a macro-finance perspective

Rudebusch, Glenn D.; Swanson, Eric T.; Wu, Tao - 2006

Persistent link: https://www.econbiz.de/10003353026

The bond yield "conundrum" from a macro-finance perspective

Rudebusch, Glenn D. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003417803

A macro-finance model of the term structure, monetary policy, and the economy

Rudebusch, Glenn D. (contributor); Wu, Tao (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868173

The recent shift in term structure behavior from a no-arbitrage macro-finance perspective

Rudebusch, Glenn D. (contributor); Wu, Tao (contributor) - 2004

Persistent link: https://www.econbiz.de/10003154848

The bond premium in a DSGE model with long-run real and nominal risks

Rudebusch, Glenn D.; Swanson, Eric T. - 2008

The term premium on nominal long-term bonds in the standard dynamic stochastic general equilibrium (DSGE) model used in macroeconomics is far too small and stable relative to empirical measures obtained from the data - an example of the "bond premium puzzle." However, in models of endowment...

Persistent link: https://www.econbiz.de/10011506664