The term premium, time varying interest rate volatility and central bank policy reaction (Q1608822)
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scientific article; zbMATH DE number 1780559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The term premium, time varying interest rate volatility and central bank policy reaction |
scientific article; zbMATH DE number 1780559 |
Statements
The term premium, time varying interest rate volatility and central bank policy reaction (English)
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13 August 2002
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term structure
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volatility
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term premium
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GARCH-M
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policy reaction
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0.8084611296653748
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0.7684541344642639
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0.7668270468711853
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0.75968998670578
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0.757293164730072
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