Stationarity and persistence of the term premia in the Polish money market
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More about this item
Keywordsshort-term interest rate; expectations; term premium; persistence; surveys; Poland;
- C83 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Survey Methods; Sampling Methods
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-01-18 (All new papers)
- NEP-CBA-2016-01-18 (Central Banking)
- NEP-MAC-2016-01-18 (Macroeconomics)
- NEP-TRA-2016-01-18 (Transition Economics)
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