Wentworth
Institute of Technology
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...
Saved in:
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2011.
|
| Series: | Lecture notes in economics and mathematical systems ;
654. |
| Subjects: | |
| Online Access: |
Full text (Wentworth users only). |