Term premia and short rate expectations in the euro area
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DOI: 10.1016/j.jempfin.2023.101424
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More about this item
Keywords
Term structure; Term premia; Expected short rates; Convexity; Euro sovereign bonds;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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