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Term structure anomalies: Term premium or peso-problem? · Study

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ArticleTerm structure anomalies: Term premium or peso-problem?

Caroline Jardet2008

OA

Articlegreen2008

Term structure anomalies: Term premium or peso-problem?

Caroline Jardet

54 citations·0/0 files stored·Journal of International Money and Finance

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Stochastic processes and financial applications

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 54 citations exist upstream.

References

1987Cointegration and Tests of Present Value Models 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View 1988Rational-expectations econometric analysis of changes in regime 1984The information in the term structure 2006Sticky Prices in the Euro Area: A Summary of New Micro-Evidence 1986The Changing Behavior of the Term Structure of Interest Rates 2010Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area 1996How the Bundesbank Conducts Monetary Policy

Cited by

2010The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 2008Measuring Long-Run Exchange Rate Pass-Through 2010Are Business and Credit Cycles Converging or Diverging? A Comparison of Poland, Hungary, the Czech Republic and the Euro Area 2010Monetary Policy Inertia or Persistent Shocks?2010Stock Exchanges Industry Consolidation and Shock Transmission 2007Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve 2010The Reliability of Macroeconomic Forecasts Based on Real Interest Rate Gap Estimates in Real Time: An Assessment for the Euro Area 2010Does Uncertainty Make a Time-Varying Natural Rate of Interest Irrelevant for the Conduct of Monetary Policy?

Details

Year2008

Typearticle

Published2008-02-15

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations54

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.jimonfin.2008.01.011

openalex_workW3123476889

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