Discussion: Reaction of Swiss Term Premia to Monetary Policy Surprises
Swiss Journal of Economics and Statistics (SJES), 2010, vol. 146, issue I, 405-408
Keywords: Affine price of risk; interest rate caps; survey data (search for similar items in EconPapers)
JEL-codes: E27 E47 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:ses:arsjes:2010-i-18
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