The Yield Curve and Financial Risk Premia

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

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