Economic Policy Uncertainty and the Yield Curve

DOI10.1093/ROF/RFAC031zbMath1498.91471OpenAlexW4285195958MaRDI QIDQ5099836

Felix Matthys, Markus Leippold

Publication date: 26 August 2022

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfac031

zbMATH Keywords

term structurepolicy uncertaintybond risk premiahump-shaped volatilityyield volatility curve

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30) General equilibrium theory (91B50)

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