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Bond Risk Premia, Macroeconomic Fundamentals and the Exchange Rate · Study

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PreprintBond Risk Premia, Macroeconomic Fundamentals and the Exchange Rate

Marcello Pericoli2009

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Preprintgreen2009

Bond Risk Premia, Macroeconomic Fundamentals and the Exchange Rate

Marcello Pericoli · Marco Taboga

125 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1980Macroeconomics and Reality 1993Discretion versus policy rules in practice 1976Expectations and Exchange Rate Dynamics 1996A YIELD‐FACTOR MODEL OF INTEREST RATES 1998Monetary policy rules in practice 1984Forward and spot exchange rates 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 2005Bond Risk Premia

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Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations125

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.1356569

openalex_workW1570823546

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2014Bank Bonds: Size, Systemic Relevance and the Sovereign