Understanding international long-term interest rate comovement
Year of publication: |
2022
|
---|---|
Authors: | Chin, Michael ; De Graeve, Ferre ; Filippeli, Thomai ; Theodoridis, Konstantinos |
Published in: |
Essays in honour of Fabio Canova. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80382-831-2. - 2022, p. 147-189
|
Subject: | DSGE model | small open economy | yield curve | long-terminterest rates | term premia | comovement | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Dynamisches Gleichgewicht | Dynamic equilibrium | Zins | Interest rate | Kleine offene Volkswirtschaft | Small open economy | Öffentliche Anleihe | Public bond | Schätzung | Estimation | Kanada | Canada | Offene Volkswirtschaft | Open economy | DSGE-Modell |
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