Lecture Notes in Economics and Mathematical Systems - The Yield Curve and Financial Risk Premia
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Published By Springer Berlin Heidelberg

9783642215742, 9783642215759

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A Systematic View on Term Premia

Lecture Notes in Economics and Mathematical Systems - The Yield Curve and Financial Risk Premia ◽

10.1007/978-3-642-21575-9_4 ◽

2011 ◽

pp. 83-114

Author(s):

Felix Geiger

Keyword(s):

Term Premia

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The Theory of the Term Structure of Interest Rates

Lecture Notes in Economics and Mathematical Systems - The Yield Curve and Financial Risk Premia ◽

10.1007/978-3-642-21575-9_3 ◽

2011 ◽

pp. 43-82

Author(s):

Felix Geiger

Keyword(s):

Interest Rates ◽

Term Structure

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State-Space Model and Maximum Likelihood Estimation

Lecture Notes in Economics and Mathematical Systems - The Yield Curve and Financial Risk Premia ◽

10.1007/978-3-642-21575-9_10 ◽

2011 ◽

pp. 273-276

Author(s):

Felix Geiger

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

State Space ◽

State Space Model ◽

Likelihood Estimation ◽

Space Model

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Monetary Policy in the Presence of Term Structure Effects

Lecture Notes in Economics and Mathematical Systems - The Yield Curve and Financial Risk Premia ◽

10.1007/978-3-642-21575-9_6 ◽

2011 ◽

pp. 159-193

Author(s):

Felix Geiger

Keyword(s):

Monetary Policy ◽

Term Structure

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The Macro-Finance View of the Term Structure of Interest Rates

Lecture Notes in Economics and Mathematical Systems - The Yield Curve and Financial Risk Premia ◽

10.1007/978-3-642-21575-9_5 ◽

2011 ◽

pp. 117-157

Author(s):

Felix Geiger

Keyword(s):

Interest Rates ◽

Term Structure ◽

Macro Finance

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Optimal Monetary Policy

Lecture Notes in Economics and Mathematical Systems - The Yield Curve and Financial Risk Premia ◽

10.1007/978-3-642-21575-9_13 ◽

2011 ◽

pp. 283-288 ◽

Cited By ~ 1

Author(s):

Felix Geiger

Keyword(s):

Monetary Policy ◽

Optimal Monetary Policy

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Dynamic Optimization

Lecture Notes in Economics and Mathematical Systems - The Yield Curve and Financial Risk Premia ◽

10.1007/978-3-642-21575-9_9 ◽

2011 ◽

pp. 269-272

Author(s):

Felix Geiger

Keyword(s):

Dynamic Optimization

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Derivation of Affine Coefficient Loadings

Lecture Notes in Economics and Mathematical Systems - The Yield Curve and Financial Risk Premia ◽

10.1007/978-3-642-21575-9_12 ◽

2011 ◽

pp. 279-281

Author(s):

Felix Geiger

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Recursive Nature of the Expectations Hypothesis

Lecture Notes in Economics and Mathematical Systems - The Yield Curve and Financial Risk Premia ◽

10.1007/978-3-642-21575-9_11 ◽

2011 ◽

pp. 277-278

Author(s):

Felix Geiger

Keyword(s):

Expectations Hypothesis

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Introduction

Lecture Notes in Economics and Mathematical Systems - The Yield Curve and Financial Risk Premia ◽

10.1007/978-3-642-21575-9_1 ◽

2011 ◽

pp. 1-6

Author(s):

Felix Geiger

Download Full-text

Lecture Notes in Economics and Mathematical Systems - The Yield Curve and Financial Risk PremiaLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

A Systematic View on Term Premia

The Theory of the Term Structure of Interest Rates

State-Space Model and Maximum Likelihood Estimation

Monetary Policy in the Presence of Term Structure Effects

The Macro-Finance View of the Term Structure of Interest Rates

Optimal Monetary Policy

Dynamic Optimization

Derivation of Affine Coefficient Loadings

Recursive Nature of the Expectations Hypothesis

Introduction

Lecture Notes in Economics and Mathematical Systems - The Yield Curve and Financial Risk Premia
Latest Publications