Developments in macro-finance yield curve modelling:
Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model...
Gespeichert in:
| Weitere Verfasser: | , , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2014
|
| Schriftenreihe: | Macroeconomic policy making
|
| Schlagworte: | |
| Online-Zugang: | BSB01 UBG01 Volltext |
| Zusammenfassung: | Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model expected changes in the economy. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xxiii, 545 pages) |
| ISBN: | 9781107045149 |
| DOI: | 10.1017/CBO9781107045149 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043695609 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 160801s2014 |||| o||u| ||||||eng d | ||
| 020 | |a 9781107045149 |c Online |9 978-1-107-04514-9 | ||
| 024 | 7 | |a 10.1017/CBO9781107045149 |2 doi | |
| 035 | |a (ZDB-20-CBO)CR9781107045149 | ||
| 035 | |a (OCoLC)878097444 | ||
| 035 | |a (DE-599)BVBBV043695609 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-473 |a DE-12 | ||
| 082 | 0 | |a 332.4/6 |2 23 | |
| 084 | |a QK 920 |0 (DE-625)141687: |2 rvk | ||
| 245 | 1 | 0 | |a Developments in macro-finance yield curve modelling |c edited by Jagjit S. Chadha, Alain C.J. Durré, Michael A.S. Joyce, and Lucio Sarno |
| 264 | 1 | |a Cambridge |b Cambridge University Press |c 2014 | |
| 300 | |a 1 online resource (xxiii, 545 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Macroeconomic policy making | |
| 500 | |a Title from publisher's bibliographic system (viewed on 05 Oct 2015) | ||
| 505 | 8 | |a 1. Editors' introductory chapter and overview / L. Sarno -- pt. I Keynote addresses -- 2. Is the long-term interest rate a policy victim, a policy variable or a policy lodestar? / Philip Turner -- 3. Sovereign debt and monetary policy in the euro area / Frank Smets -- 4. Federal Reserve's response to the financial crisis: what it did and what it should have done / Daniel L. Thornton -- 5. Tail risks and contract design from a financial stability perspective / Paul Fisher -- pt. II New techniques -- 6. Compound autoregressive processes and defaultable bond pricing / Jean-Paul Renne -- 7. Yield curve dimensionality when short rates are near the zero lower bound / James M. Steeley -- 8. intelligible factor model: international comparison and stylized facts / Carlos Lenz -- 9. Estimating the policy rule from money market rates when target rate changes are lumpy / Jean-Sebastien Fontaine -- 10. Developing a practical yield curve model: an odyssey / Elena Medova -- pt. III Policy -- 11. repo and federal funds markets before, during, and emerging from the financial crisis / Viktors Stebunovs -- 12. Taylor rule uncertainty: believe it or not / Paul Whelan -- pt. IV Estimating inflation risk -- 13. Inflation compensation and inflation risk premia in the euro area term structure of interest rates / Thomas Werner -- 14. predictive content of the yield curve for inflation / Marco Lyrio -- 15. Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States / Marcello Pericoli -- pt. V Default risk -- 16. term structure model for defaultable European sovereign bonds / Luciano Vereda -- 17. Some considerations on debt and interest rates / Simone Salotti | |
| 520 | |a Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model expected changes in the economy. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists | ||
| 650 | 4 | |a Monetary policy | |
| 650 | 4 | |a Macroeconomics | |
| 650 | 0 | 7 | |a Kreditwesen |0 (DE-588)4032950-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Makroökonomisches Modell |0 (DE-588)4074486-3 |2 gnd |9 rswk-swf |
| 655 | 7 | |8 1\p |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Makroökonomisches Modell |0 (DE-588)4074486-3 |D s |
| 689 | 0 | 1 | |a Kreditwesen |0 (DE-588)4032950-1 |D s |
| 689 | 0 | |8 2\p |5 DE-604 | |
| 700 | 1 | |a Sarno, Lucio |4 edt | |
| 700 | 1 | |a Joyce, Michael |4 edt | |
| 700 | 1 | |a Durré, Alain |4 edt | |
| 700 | 1 | |a Chadha, Jagjit |4 edt | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-1-107-04455-5 |
| 856 | 4 | 0 | |u https://doi.org/10.1017/CBO9781107045149 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-20-CBO | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029108179 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u https://doi.org/10.1017/CBO9781107045149 |l BSB01 |p ZDB-20-CBO |q BSB_PDA_CBO |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1017/CBO9781107045149 |l UBG01 |p ZDB-20-CBO |q UBG_PDA_CBO |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804176473377996800 |
|---|---|
| any_adam_object | |
| author2 | Sarno, Lucio Joyce, Michael Durré, Alain Chadha, Jagjit |
| author2_role | edt edt edt edt |
| author2_variant | l s ls m j mj a d ad j c jc |
| author_facet | Sarno, Lucio Joyce, Michael Durré, Alain Chadha, Jagjit |
| building | Verbundindex |
| bvnumber | BV043695609 |
| classification_rvk | QK 920 |
| collection | ZDB-20-CBO |
| contents | 1. Editors' introductory chapter and overview / L. Sarno -- pt. I Keynote addresses -- 2. Is the long-term interest rate a policy victim, a policy variable or a policy lodestar? / Philip Turner -- 3. Sovereign debt and monetary policy in the euro area / Frank Smets -- 4. Federal Reserve's response to the financial crisis: what it did and what it should have done / Daniel L. Thornton -- 5. Tail risks and contract design from a financial stability perspective / Paul Fisher -- pt. II New techniques -- 6. Compound autoregressive processes and defaultable bond pricing / Jean-Paul Renne -- 7. Yield curve dimensionality when short rates are near the zero lower bound / James M. Steeley -- 8. intelligible factor model: international comparison and stylized facts / Carlos Lenz -- 9. Estimating the policy rule from money market rates when target rate changes are lumpy / Jean-Sebastien Fontaine -- 10. Developing a practical yield curve model: an odyssey / Elena Medova -- pt. III Policy -- 11. repo and federal funds markets before, during, and emerging from the financial crisis / Viktors Stebunovs -- 12. Taylor rule uncertainty: believe it or not / Paul Whelan -- pt. IV Estimating inflation risk -- 13. Inflation compensation and inflation risk premia in the euro area term structure of interest rates / Thomas Werner -- 14. predictive content of the yield curve for inflation / Marco Lyrio -- 15. Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States / Marcello Pericoli -- pt. V Default risk -- 16. term structure model for defaultable European sovereign bonds / Luciano Vereda -- 17. Some considerations on debt and interest rates / Simone Salotti |
| ctrlnum | (ZDB-20-CBO)CR9781107045149 (OCoLC)878097444 (DE-599)BVBBV043695609 |
| dewey-full | 332.4/6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.4/6 |
| dewey-search | 332.4/6 |
| dewey-sort | 3332.4 16 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9781107045149 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04974nmm a2200565zc 4500</leader><controlfield tag="001">BV043695609</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">160801s2014 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781107045149</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-107-04514-9</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1017/CBO9781107045149</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-20-CBO)CR9781107045149</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)878097444</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043695609</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-473</subfield><subfield code="a">DE-12</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.4/6</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 920</subfield><subfield code="0">(DE-625)141687:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Developments in macro-finance yield curve modelling</subfield><subfield code="c">edited by Jagjit S. Chadha, Alain C.J. Durré, Michael A.S. Joyce, and Lucio Sarno</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2014</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xxiii, 545 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Macroeconomic policy making</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Title from publisher's bibliographic system (viewed on 05 Oct 2015)</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">1. Editors' introductory chapter and overview / L. Sarno -- pt. I Keynote addresses -- 2. Is the long-term interest rate a policy victim, a policy variable or a policy lodestar? / Philip Turner -- 3. Sovereign debt and monetary policy in the euro area / Frank Smets -- 4. Federal Reserve's response to the financial crisis: what it did and what it should have done / Daniel L. Thornton -- 5. Tail risks and contract design from a financial stability perspective / Paul Fisher -- pt. II New techniques -- 6. Compound autoregressive processes and defaultable bond pricing / Jean-Paul Renne -- 7. Yield curve dimensionality when short rates are near the zero lower bound / James M. Steeley -- 8. intelligible factor model: international comparison and stylized facts / Carlos Lenz -- 9. Estimating the policy rule from money market rates when target rate changes are lumpy / Jean-Sebastien Fontaine -- 10. Developing a practical yield curve model: an odyssey / Elena Medova -- pt. III Policy -- 11. repo and federal funds markets before, during, and emerging from the financial crisis / Viktors Stebunovs -- 12. Taylor rule uncertainty: believe it or not / Paul Whelan -- pt. IV Estimating inflation risk -- 13. Inflation compensation and inflation risk premia in the euro area term structure of interest rates / Thomas Werner -- 14. predictive content of the yield curve for inflation / Marco Lyrio -- 15. Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States / Marcello Pericoli -- pt. V Default risk -- 16. term structure model for defaultable European sovereign bonds / Luciano Vereda -- 17. Some considerations on debt and interest rates / Simone Salotti</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model expected changes in the economy. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Monetary policy</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Macroeconomics</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditwesen</subfield><subfield code="0">(DE-588)4032950-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Makroökonomisches Modell</subfield><subfield code="0">(DE-588)4074486-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="8">1\p</subfield><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Makroökonomisches Modell</subfield><subfield code="0">(DE-588)4074486-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Kreditwesen</subfield><subfield code="0">(DE-588)4032950-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Sarno, Lucio</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Joyce, Michael</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Durré, Alain</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Chadha, Jagjit</subfield><subfield code="4">edt</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-1-107-04455-5</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1017/CBO9781107045149</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CBO</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029108179</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9781107045149</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">BSB_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9781107045149</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">UBG_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| genre | 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV043695609 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:32:44Z |
| institution | BVB |
| isbn | 9781107045149 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029108179 |
| oclc_num | 878097444 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-12 |
| owner_facet | DE-473 DE-BY-UBG DE-12 |
| physical | 1 online resource (xxiii, 545 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO UBG_PDA_CBO |
| publishDate | 2014 |
| publishDateSearch | 2014 |
| publishDateSort | 2014 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Macroeconomic policy making |
| spelling | Developments in macro-finance yield curve modelling edited by Jagjit S. Chadha, Alain C.J. Durré, Michael A.S. Joyce, and Lucio Sarno Cambridge Cambridge University Press 2014 1 online resource (xxiii, 545 pages) txt rdacontent c rdamedia cr rdacarrier Macroeconomic policy making Title from publisher's bibliographic system (viewed on 05 Oct 2015) 1. Editors' introductory chapter and overview / L. Sarno -- pt. I Keynote addresses -- 2. Is the long-term interest rate a policy victim, a policy variable or a policy lodestar? / Philip Turner -- 3. Sovereign debt and monetary policy in the euro area / Frank Smets -- 4. Federal Reserve's response to the financial crisis: what it did and what it should have done / Daniel L. Thornton -- 5. Tail risks and contract design from a financial stability perspective / Paul Fisher -- pt. II New techniques -- 6. Compound autoregressive processes and defaultable bond pricing / Jean-Paul Renne -- 7. Yield curve dimensionality when short rates are near the zero lower bound / James M. Steeley -- 8. intelligible factor model: international comparison and stylized facts / Carlos Lenz -- 9. Estimating the policy rule from money market rates when target rate changes are lumpy / Jean-Sebastien Fontaine -- 10. Developing a practical yield curve model: an odyssey / Elena Medova -- pt. III Policy -- 11. repo and federal funds markets before, during, and emerging from the financial crisis / Viktors Stebunovs -- 12. Taylor rule uncertainty: believe it or not / Paul Whelan -- pt. IV Estimating inflation risk -- 13. Inflation compensation and inflation risk premia in the euro area term structure of interest rates / Thomas Werner -- 14. predictive content of the yield curve for inflation / Marco Lyrio -- 15. Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States / Marcello Pericoli -- pt. V Default risk -- 16. term structure model for defaultable European sovereign bonds / Luciano Vereda -- 17. Some considerations on debt and interest rates / Simone Salotti Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model expected changes in the economy. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists Monetary policy Macroeconomics Kreditwesen (DE-588)4032950-1 gnd rswk-swf Makroökonomisches Modell (DE-588)4074486-3 gnd rswk-swf 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Makroökonomisches Modell (DE-588)4074486-3 s Kreditwesen (DE-588)4032950-1 s 2\p DE-604 Sarno, Lucio edt Joyce, Michael edt Durré, Alain edt Chadha, Jagjit edt Erscheint auch als Druckausgabe 978-1-107-04455-5 https://doi.org/10.1017/CBO9781107045149 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Developments in macro-finance yield curve modelling 1. Editors' introductory chapter and overview / L. Sarno -- pt. I Keynote addresses -- 2. Is the long-term interest rate a policy victim, a policy variable or a policy lodestar? / Philip Turner -- 3. Sovereign debt and monetary policy in the euro area / Frank Smets -- 4. Federal Reserve's response to the financial crisis: what it did and what it should have done / Daniel L. Thornton -- 5. Tail risks and contract design from a financial stability perspective / Paul Fisher -- pt. II New techniques -- 6. Compound autoregressive processes and defaultable bond pricing / Jean-Paul Renne -- 7. Yield curve dimensionality when short rates are near the zero lower bound / James M. Steeley -- 8. intelligible factor model: international comparison and stylized facts / Carlos Lenz -- 9. Estimating the policy rule from money market rates when target rate changes are lumpy / Jean-Sebastien Fontaine -- 10. Developing a practical yield curve model: an odyssey / Elena Medova -- pt. III Policy -- 11. repo and federal funds markets before, during, and emerging from the financial crisis / Viktors Stebunovs -- 12. Taylor rule uncertainty: believe it or not / Paul Whelan -- pt. IV Estimating inflation risk -- 13. Inflation compensation and inflation risk premia in the euro area term structure of interest rates / Thomas Werner -- 14. predictive content of the yield curve for inflation / Marco Lyrio -- 15. Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States / Marcello Pericoli -- pt. V Default risk -- 16. term structure model for defaultable European sovereign bonds / Luciano Vereda -- 17. Some considerations on debt and interest rates / Simone Salotti Monetary policy Macroeconomics Kreditwesen (DE-588)4032950-1 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd |
| subject_GND | (DE-588)4032950-1 (DE-588)4074486-3 (DE-588)4143413-4 |
| title | Developments in macro-finance yield curve modelling |
| title_auth | Developments in macro-finance yield curve modelling |
| title_exact_search | Developments in macro-finance yield curve modelling |
| title_full | Developments in macro-finance yield curve modelling edited by Jagjit S. Chadha, Alain C.J. Durré, Michael A.S. Joyce, and Lucio Sarno |
| title_fullStr | Developments in macro-finance yield curve modelling edited by Jagjit S. Chadha, Alain C.J. Durré, Michael A.S. Joyce, and Lucio Sarno |
| title_full_unstemmed | Developments in macro-finance yield curve modelling edited by Jagjit S. Chadha, Alain C.J. Durré, Michael A.S. Joyce, and Lucio Sarno |
| title_short | Developments in macro-finance yield curve modelling |
| title_sort | developments in macro finance yield curve modelling |
| topic | Monetary policy Macroeconomics Kreditwesen (DE-588)4032950-1 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd |
| topic_facet | Monetary policy Macroeconomics Kreditwesen Makroökonomisches Modell Aufsatzsammlung |
| url | https://doi.org/10.1017/CBO9781107045149 |
| work_keys_str_mv | AT sarnolucio developmentsinmacrofinanceyieldcurvemodelling AT joycemichael developmentsinmacrofinanceyieldcurvemodelling AT durrealain developmentsinmacrofinanceyieldcurvemodelling AT chadhajagjit developmentsinmacrofinanceyieldcurvemodelling |