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Geiger, Felix

The Yield Curve and Financial Risk Premia

Geiger, Felix - The Yield Curve and Financial Risk Premia, ebook

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Ebook, PDF with Adobe DRM
ISBN: 9783642215759
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Table of contents

1. Introduction
Felix Geiger

2. Financial Markets and Asset Pricing
Felix Geiger

3. The Theory of the Term Structure of Interest Rates
Felix Geiger

4. A Systematic View on Term Premia
Felix Geiger

5. The Macro-Finance View of the Term Structure of Interest Rates
Felix Geiger

6. Monetary Policy in the Presence of Term Structure Effects
Felix Geiger

7. Financial Risk and Boom-Bust Cycles
Felix Geiger

8. Conclusion and Outlook
Felix Geiger

9. Dynamic Optimization
Felix Geiger

10. State-Space Model and Maximum Likelihood Estimation
Felix Geiger

11. Recursive Nature of the Expectations Hypothesis
Felix Geiger

12. Derivation of Affine Coefficient Loadings
Felix Geiger

13. Optimal Monetary Policy
Felix Geiger

Keywords: Economics/Management Science, Macroeconomics/Monetary Economics, Financial Economics, Economic Policy, Econometrics

Author(s)
Publisher
Springer
Publication year
2011
Language
en
Edition
1
Series
Lecture Notes in Economics and Mathematical Systems
Category
Economy
Format
Ebook
eISBN (PDF)
9783642215759

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