The Yield Curve and Financial Risk Premia

Implications for Monetary Policy

By:

Felix Geiger

Format:

Paperback / softback

Series:

Lecture Notes in Economics and Mathematical Systems

Show Hide Adult Content

$262.99

RRP:: ~~$269.95~~ save $6.96

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Buy Now, Pay Later with:

4 payments of $65.75 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 25 Jun - 5 Jul using International Courier

Description

The determinants of yield curve dynamics have been thoroughly discussed in finance models. However, little can be said about the macroeconomic factors behind the movements of short- and long-term interest rates as well as the risk compensation demanded by financial investors. By taking on a macro-finance perspective, the book’s approach explicitly acknowledges the close feedback between monetary policy, the macroeconomy and financial conditions. Both theoretical and empirical models are applied in order to get a profound understanding of the interlinkages between economic activity, the conduct of monetary policy and the underlying macroeconomic factors of bond price movements. Moreover, the book identifies a broad risk-taking channel of monetary transmission which allows a reassessment of the role of financial constraints; it enables policy makers to develop new guidelines for monetary policy and for financial supervision of how to cope with evolving financial imbalances.

Author Biography:

Felix Geiger is currently working as research and teaching assistant at the Department of Economics, University of Hohenheim. His research spans a wide range of topics including the linkages between financial markets and monetary policy, banking systems, heterogeneous agent models, as well as economic policy coordination within currency unions.

Release date Australia

August 17th, 2011

Author

Felix Geiger

Audience

Professional & Vocational

Illustrations

31 Illustrations, black and white; XIII, 260 p. 31 illus.

Pages

260

Series

Lecture Notes in Economics and Mathematical Systems

Dimensions

156x234x17

ISBN-13

9783642215742

Product ID

10832032

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Get free delivery, exclusive deals, and more^*

Business & Economics Books:

The Yield Curve and Financial Risk Premia

By:

Format:

Series:

Buy Now, Pay Later with:

Availability

Description

Author Biography:

Customer reviews

Marketplace listings

Help & options

Filed under...

Get free delivery, exclusive deals, and more*

Buy Now, Pay Later with:

Author Biography:

Get free delivery, exclusive deals, and more^*