Monetary policy regimes and the term structure of interest rates

Author:

Bikbov Ruslan,Chernov Mikhail

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference33 articles.

1. Amisano, G., Tristani, O., 2009. A DSGE model of the term structure with regime shifts. Working paper, European Central Bank.

2. The term structure of real rates and expected inflation;Ang;Journal of Finance,2008

3. Monetary policy shifts and the term structure;Ang;Review of Economic Studies,2011

4. Regime-shifts, risk premiums in the term structure, and the business cycles;Bansal;Journal of Business and Economic Statistics,2004

5. Term structure of interest rates with regime shifts;Bansal;Journal of Finance,2002

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