Anchoring the yield curve using survey expectations
Author:
Affiliation:
1. European Central Bank; Frankfurt Germany
2. Department of Economics; University College London; London UK
3. Department of Economics and Finance; Luiss University; Rome Italy
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference37 articles.
1. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables;Ang;Journal of Monetary Economics,2003
2. The term structure of inflation expectations;Chernov;Journal of Financial Economics,2012
3. Estimating shadow-rate term structure models with near-zero yields;Christensen;Journal of Financial Econometrics,2015
4. Expectations, bond yields, and monetary policy;Chun;Review of Financial Studies,2011
Cited by 29 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Forecasting the yield curve: the role of additional and time‐varying decay parameters, conditional heteroscedasticity, and macro‐economic factors;Journal of Time Series Analysis;2024-09-09
2. Modeling and forecasting stock return volatility using the HARGARCH model with VIX information;Journal of Futures Markets;2024-05-22
3. Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution;International Journal of Forecasting;2024-05
4. The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic;Journal of Forecasting;2024-01-16
5. Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil;The North American Journal of Economics and Finance;2023-07
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3