Macroeconomic Bond Risks in the Presence of the Zero Lower Bound
Projekt Start: | 01/2016 |
Status: | Fortlaufend |
Forscher: | Nicole Branger, Liu Liu, Christian Schlag, Ivan Shaliastovich, Dongho Song |
Kategorie: | Financial Markets, Macro Finance |
Finanziert von: | LOEWE |
Understand the impact of longer-duration regimes of near zero interest
rates on bond prices and their dynamics, especially their risk premia;
filter market expectations on growth and inflation from equilibrium bond
prices
In this Section: