The Yield Curve and Financial Risk Premia Implications for Monetary Policy /
The determinants of yield curve dynamics have been thoroughly discussed in finance models. However, little can be said about the macroeconomic factors behind the movements of short- and long-term interest rates as well as the risk compensation demanded by financial investors. By taking on a macro-fi...
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| Format: | Electronic eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg,
2011.
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| Series: | Lecture Notes in Economics and Mathematical Systems,
654 |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
