Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates
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- Casper De Vries & Xuedong Wang, 2015. "Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates," CESifo Working Paper Series 5421, CESifo Group Munich.
References listed on IDEAS
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More about this item
KeywordsExpectations hypothesis; Term structure; Time-Varying Risk Premia; Segmented markets; Inflation;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-06-05 (All new papers)
- NEP-CBA-2015-06-05 (Central Banking)
- NEP-MAC-2015-06-05 (Macroeconomics)
- NEP-MON-2015-06-05 (Monetary Economics)
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