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ArticlePolitical risk and the expectations hypothesis

Barbara Caporale2008

Article2008

Political risk and the expectations hypothesis

Barbara Caporale · Tony Caporale

11 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1977Political Parties and Macroeconomic Policy 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 1986Modelling the persistence of conditional variances 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View 1997Political Cycles and the Macroeconomy 1995Partisan Politics, Divided Government, and the Economy 2003The Presidential Puzzle: Political Cycles and the Stock Market

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2013Risk and Policy Shocks on the US Term Structure 2011The US term structure and central bank policy

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Year2008

Typearticle

Published2008-01-26

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations11

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.econlet.2008.01.007

openalex_workW2011446029

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