Auflistung LIF-SAFE Working Papers nach Schlagwort "term structure of interest rates"

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    • Discount rates, debt maturity, and the fiscal theory 

      Corhay, Alexandre; Kind, Thilo; Kung, Howard; Morales, Gonzalo (2021-10-12)
      This paper examines how the transmission of government portfolio risk arising from maturity operations depends on the stance of monetary/fiscal policy. Accounting for risk premia in the fiscal theory allows the government ...

    • Much Ado About Nothing: A Study of Differential Pricing and Liquidity of Short and Long Term Bonds 

      Driessen, Joost; Nijman, Theodore E.; Simon, Zorka (2018-11-01)
      Are yields of long-maturity bonds distorted by demand pressure of clientele investors, regulatory effects, or default, flight-to-safety or liquidity premiums? Using data on German nominal bonds between 2005 and 2015, we ...