The yield curve and financial risk premia. Implications for monetary policy.

DOI10.1007/978-3-642-21575-9zbMath1247.91002OpenAlexW2506978659MaRDI QIDQ549280

Felix Geiger

Publication date: 8 July 2011

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-21575-9

zbMATH Keywords

asset pricingmonetary policyterm structureyield curvemacro-financefinancial risk premia, transmission mechanism, liquidity riskNew-Keynesian

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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