Macroeconomic Bond Risks in the Presence of the Zero Lower Bound
Project Start: | 01/2016 |
Status: | Ongoing |
Researchers: | Nicole Branger, Liu Liu, Christian Schlag, Ivan Shaliastovich, Dongho Song |
Category: | Financial Markets, Macro Finance |
Funded by: | 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: