Search-for-Yield and Business Cycles
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More about this item
Keywords
Business cycle; Irrationality; Yield-search; Long-term real rates; Value at Risk Constraint; Banks' asset allocation;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2017-02-19 (Dynamic General Equilibrium)
- NEP-MAC-2017-02-19 (Macroeconomics)
Statistics
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