SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Term Premium Dynamics and the Taylor Rule · Study

PreprintShelves

PreprintTerm Premium Dynamics and the Taylor Rule

Michael F. Gallmeyer2009

OA

Preprintgreen2009

Term Premium Dynamics and the Taylor Rule

Michael F. Gallmeyer · Burton Hollifield · Francisco J. Palomino · Stanley E. Zin

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

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Stochastic processes and financial applications Economic theories and models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 12 citations exist upstream.

References

1993Discretion versus policy rules in practice 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*1990Asset Prices under Habit Formation and Catching up with the Joneses 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 2002Term Premia and Interest Rate Forecasts in Affine Models 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2017Term Premium Dynamics and the Taylor Rulearticle · 13 shared references 2005Taylor Rules, McCallum Rules and the Term Structure of Interest Ratesarticle · 12 shared references 2010Bond risk premiums and optimal monetary policyarticle · 11 shared references 2006Monetary Policy and Rejections of the Expectations Hypothesispreprint · 11 shared references 2011Nominal Bonds, Real Bonds, and Equitypreprint · 11 shared references 2010Expectations, Bond Yields, and Monetary Policyarticle · 10 shared references

Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations12

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.2139/ssrn.1344819

openalex_workW2294856876

Links

Imported from OpenAlex (CC0) — nothing here is generated.