The Yield Curve and Financial Risk Premia
Felix Geiger
in Lecture Notes in Economics and Mathematical Systems from Springer, currently edited by Gunter Fandel and Walter Trockel
Date: 2011
ISBN: 978-3-642-21575-9
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Chapters in this book:
- Ch Appendix A Dynamic Optimization
- Felix Geiger
- Ch Appendix B State-Space Model and Maximum Likelihood Estimation
- Felix Geiger
- Ch Appendix C Recursive Nature of the Expectations Hypothesis
- Felix Geiger
- Ch Appendix D Derivation of Affine Coefficient Loadings
- Felix Geiger
- Ch Appendix E Optimal Monetary Policy
- Felix Geiger
- Ch Chapter 1 Introduction
- Felix Geiger
- Ch Chapter 2 Financial Markets and Asset Pricing
- Felix Geiger
- Ch Chapter 3 The Theory of the Term Structure of Interest Rates
- Felix Geiger
- Ch Chapter 4 A Systematic View on Term Premia
- Felix Geiger
- Ch Chapter 5 The Macro-Finance View of the Term Structure of Interest Rates
- Felix Geiger
- Ch Chapter 6 Monetary Policy in the Presence of Term Structure Effects
- Felix Geiger
- Ch Chapter 7 Financial Risk and Boom-Bust Cycles
- Felix Geiger
- Ch Chapter 8 Conclusion and Outlook
- Felix Geiger
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DOI: 10.1007/978-3-642-21575-9
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