Monetary policy and the term premium

DOI10.1016/J.JEDC.2014.09.027zbMath1402.91286OpenAlexW1977649429MaRDI QIDQ1624021

Timothy S. Fuerst

Publication date: 15 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2014.09.027

zbMATH Keywords

financial marketsmonetary policyterm premium

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)

Cites Work

• Liquidity and interest rates
• Estimating contract indexation in a financial accelerator model
• Optimal Interest-Rate Smoothing
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework

This page was built for publication: Monetary policy and the term premium