Bond risk premiums at the zero lower bound
Year of publication: |
2019
|
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Authors: | Andreasen, Martin Møller ; Jørgensen, Kasper ; Meldrum, Andrew |
Publisher: |
Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University |
Subject: | Dynamic term structure model | bond return predictability | shadow rate model | structural break | regime-switching | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Anleihe | Bond | Theorie | Theory | Niedrigzinspolitik | Low-interest-rate policy | Strukturbruch | Structural break | Schätzung | Estimation | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (circa 44 Seiten) Illustrationen |
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Series: | CREATES research paper. - Aarhus : [Verlag nicht ermittelbar], ZDB-ID 2490360-7. - Vol. 2019, 10 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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