What we do and don't know about the term premium

Eric Swanson

FRBSF Economic Letter, 2007, issue jul20

Abstract: Understanding long-term interest rate fluctuations requires one to understand what the term premium is and how it may change over time. In this Economic Letter, we define the term premium and explain the state of the art in measuring it. We conclude with some discussion of the limitations of our current knowledge.

Keywords: Interest; rates (search for similar items in EconPapers)
Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (10)

Downloads: (external link)
http://www.frbsf.org/publications/economics/letter/2007/el2007-21.html (text/html)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://www.frbsf.org/publications/economics/letter/2007/el2007-21.html [301 Moved Permanently]--> https://www.frbsf.org/publications/economics/letter/2007/el2007-21.html)
http://www.frbsf.org/publications/economics/letter/2007/el2007-21.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fip:fedfel:y:2007:i:jul20:n:2007-21

Ordering information: This journal article can be ordered from

Access Statistics for this article

More articles in FRBSF Economic Letter from Federal Reserve Bank of San Francisco Contact information at EDIRC.
Bibliographic data for series maintained by Federal Reserve Bank of San Francisco Research Library ().