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Market volatility, monetary policy and the term premium

Market volatility, monetary policy and the term premium

Dựa trên các mô hình VAR thực nghiệm, nhóm tác giả điều tra vai trò của biến động thị trường chứng khoán và trái phiếu cũng như chính sách tiền tệ trong việc xác định phí bảo hiểm 10 năm của Mỹ. Phát hiện sơ bộ là sự nới lỏng bất ngờ của chính sách tiền tệ - thông qua việc cắt giảm lãi suất liên ban...

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Bibliographic Details
Main Author: Sushanta K Mallick
Other Authors: M S Mohanty
Format: Chuyên đề nghiên cứu
Language:English
Published: Bank for international settlements 2017
Subjects:
Unconventional monetary policy
Chính sách tiền tệ độc đáo
Quantitative easing
Nới lỏng định lượng
Term premia
Thuật ngữ kỳ hạn
Online Access:https://muontailieuso.quochoi.vn/DefaultBookView.aspx?BookID=31582
https://hdl.handle.net/11742/53135
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