Felix Geiger: 1 book
The Yield Curve and Financial Risk Premia
Implications for Monetary Policy
Language: English
Release Date: August 17, 2011
The determinants of yield curve dynamics have been thoroughly discussed in finance models. However, little can be said about the macroeconomic factors behind the movements of short- and long-term interest rates as well as the risk compensation demanded by financial investors. By taking on a macro-finance...
