Safe Asset Shortages and the Nominal Term Structure of U.S. Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.3169791 ◽

2018 ◽

Author(s):

Matjaz Maletic

Keyword(s):

Interest Rates ◽

Term Structure ◽

Nominal Term

Download Full-text

The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation

The Quarterly Review of Economics and Finance ◽

10.1016/j.qref.2018.10.005 ◽

2018 ◽

Cited By ~ 2

Author(s):

Efthymios Argyropoulos ◽

Elias Tzavalis

Keyword(s):

Interest Rates ◽

Term Structure ◽

Risk Premium ◽

Real Interest Rates ◽

Nominal Term

Download Full-text

A Simple Model of the Nominal Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.2240019 ◽

2013 ◽

Author(s):

Youngsoo Choi ◽

Tony S. Wirjanto

Keyword(s):

Simple Model ◽

Interest Rates ◽

Term Structure ◽

Nominal Term

Download Full-text

Foreign Reserves of Emerging Market Economies, Bond Free-Float and the Nominal Term Structure of German Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.3200894 ◽

2018 ◽

Author(s):

Matjaz Maletic

Keyword(s):

Interest Rates ◽

Term Structure ◽

Emerging Market ◽

Emerging Market Economies ◽

Foreign Reserves ◽

Market Economies ◽

Nominal Term

Download Full-text

The economic determinants of the Brazilian nominal term structure of interest rates

Applied Economics ◽

10.1080/00036840701579226 ◽

2010 ◽

Vol 42 (1) ◽

pp. 1-10 ◽

Cited By ~ 3

Author(s):

Rodrigo M. Sekkel ◽

Denisard C. O. Alves

Keyword(s):

Interest Rates ◽

Term Structure ◽

Economic Determinants ◽

Nominal Term

Download Full-text

The Economic Determinants of the Brazilian Nominal Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.942808 ◽

2006 ◽

Author(s):

Denisard C. O. Alves ◽

Rodrigo Sekkel

Keyword(s):

Interest Rates ◽

Term Structure ◽

Economic Determinants ◽

Nominal Term

Download Full-text

A Theory of the Nominal Term Structure of Interest Rates

Review of Financial Studies ◽

10.1093/rfs/5.4.531 ◽

1992 ◽

Vol 5 (4) ◽

pp. 531-552 ◽

Cited By ~ 262

Author(s):

George M. Constantinides

Keyword(s):

Interest Rates ◽

Term Structure ◽

Nominal Term

Download Full-text

Wartime finance and the term structure of interest rates

10.31274/rtd-180813-409 ◽

1969 ◽

Author(s):

Julian Howard Taylor

Keyword(s):

Interest Rates ◽

Term Structure

Download Full-text

Heterogeneous Beliefs and the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.1021406 ◽

2007 ◽

Cited By ~ 1

Author(s):

Lue Wu

Keyword(s):

Interest Rates ◽

Term Structure ◽

Heterogeneous Beliefs

Download Full-text

Inflation Risk Premia in the Term Structure of Interest Rates: Evidence from Euro Area Inflation Swaps

SSRN Electronic Journal ◽

10.2139/ssrn.1456831 ◽

2009 ◽

Author(s):

Allan Sall Tang Andersen

Keyword(s):

Interest Rates ◽

Term Structure ◽

Euro Area ◽

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

Download Full-text

The Term Structure of Interest Rates in an Equilibrium Economy with Short Term and Long Term Investments

SSRN Electronic Journal ◽

10.2139/ssrn.1787966 ◽

2011 ◽

Author(s):

Carles Vergara-Alert

Keyword(s):

Interest Rates ◽

Term Structure ◽

Short Term

Download Full-text