| 書目名稱 | The Yield Curve and Financial Risk Premia |
| 副標題 | Implications for Mon |
| 編輯 | Felix Geiger |
| 視頻video | http://file.papertrans.cn/923/922462/922462.mp4 |
| 概述 | Analyzes the macroeconomy and financial markets within an integrated macro-finance approach.Systematically works out macroeconomic factors that shape the yield curve and financial risk premia.Revisits |
| 叢書名稱 | Lecture Notes in Economics and Mathematical Systems |
| 圖書封面 |  |
| 描述 | The determinants of yield curve dynamics have been thoroughly discussed in finance models. However, little can be said about the macroeconomic factors behind the movements of short- and long-term interest rates as well as the risk compensation demanded by financial investors. By taking on a macro-finance perspective, the book’s approach explicitly acknowledges the close feedback between monetary policy, the macroeconomy and financial conditions. Both theoretical and empirical models are applied in order to get a profound understanding of the interlinkages between economic activity, the conduct of monetary policy and the underlying macroeconomic factors of bond price movements. Moreover, the book identifies a broad risk-taking channel of monetary transmission which allows a reassessment of the role of financial constraints; it enables policy makers to develop new guidelines for monetary policy and for financial supervision of how to cope with evolving financial imbalances. |
| 出版日期 | Book 2011 |
| 關鍵詞 | Financial stability; Macro-finance models; Monetary policy; Systemic risk; Term structure of interest ra |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-21575-9 |
| isbn_softcover | 978-3-642-21574-2 |
| isbn_ebook | 978-3-642-21575-9Series ISSN 0075-8442 Series E-ISSN 2196-9957 |
| issn_series | 0075-8442 |
| copyright | Springer-Verlag Berlin Heidelberg 2011 |
|Archiver|手機版|小黑屋|
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