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The Yield Curve and Financial Risk Premia

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  • Felix Geiger

    (University of Hohenheim)

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Suggested Citation

  • Felix Geiger, 2011. "The Yield Curve and Financial Risk Premia," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-21575-9, December.
    • Handle: RePEc:spr:lnecms:978-3-642-21575-9
    DOI: 10.1007/978-3-642-21575-9
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    Cited by:

    1. Schupp, Fabian, 2020. "The (ir)relevance of the nominal lower bound for real yield curve analysis," Working Paper Series 2476, European Central Bank.
    2. Scheffknecht, Lukas & Geiger, Felix, 2011. "A behavioral macroeconomic model with endogenous boom-bust cycles and leverage dynamcis," FZID Discussion Papers 37-2011, University of Hohenheim, Center for Research on Innovation and Services (FZID).
    3. Mustapha Olalekan Ojo & Luís Aguiar-Conraria & Maria Joana Soares, 2020. "A time–frequency analysis of the Canadian macroeconomy and the yield curve," Empirical Economics, Springer, vol. 58(5), pages 2333-2351, May.
    4. Etienne Vaccaro-Grange, 2019. "Quantitative Easing and the Term Premium as a Monetary Policy Instrument," AMSE Working Papers 1932, Aix-Marseille School of Economics, France.
    5. Parley Ruogu Yang, 2020. "Using the yield curve to forecast economic growth," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(7), pages 1057-1080, November.
    6. Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
    7. Lubomira Gertler, 2015. "Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(2), pages 106-126, March.
    8. Ye, Xiaoxia, 2012. "Market expectations of the short rate and the term structure of interest rates: a new perspective from the classic model," MPRA Paper 41093, University Library of Munich, Germany.
    9. Takashi Yasuoka, 2013. "Libor Market Model Under The Real-World Measure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(04), pages 1-18.

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