Reaction of Swiss Term Premia to Monetary Policy Surprises
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- Paul Söderlind, 2010. "Reaction of Swiss Term Premia to Monetary Policy Surprises," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 385-404, March.
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More about this item
Keywords
affine price of risk; interest rate caps; survey data;JEL classification:
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2010-01-10 (Central Banking)
- NEP-MAC-2010-01-10 (Macroeconomics)
- NEP-MON-2010-01-10 (Monetary Economics)
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