Macroeconomic Bond Risks in the Presence of the Zero Lower Bound

Projekt Start:01/2016
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