Search Results for term structure of interest rates

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We show that, in a monetary equilibrium, trade and asset prices depend on both the supply of the...

In recent years, term premia have been very low and sometimes even negative. Now, with the United...

By constructing and estimating a structural arbitrage-free model of demand pressures on US real...

This paper applies the models used to study yield curve dynamics and spillovers in the U.S. and...

This paper discusses the estimation of models of the term structure of interest rates. After...

We test and estimate a variety of alternative models of the yield curve, using weekly,...