Discussion: Reaction of Swiss Term Premia to Monetary Policy Surprises
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More about this item
Keywords
Affine price of risk; interest rate caps; survey data;All these keywords.
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
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