Momentum and the term structure of interest rates
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- Hanson, Samuel & Lucca, David O. & Wright, Jonathan H., 2017. "Interest rate conundrums in the twenty-first century," Staff Reports 810, Federal Reserve Bank of New York, revised 01 Jun 2018.
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Keywordsmomentum anomaly; interest rates;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-02-08 (All new papers)
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