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Term Structure of Interest Rates
Project funded by own resources |
Project title |
Term Structure of Interest Rates |
Principal Investigator(s) |
Lengwiler, Yvan
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Organisation / Research unit |
Departement Wirtschaftswissenschaften / Finanzmärkte (Lengwiler) |
Project start |
01.01.2004 |
Probable end |
31.12.2030 |
Status |
Active |
Abstract |
Interest rates are relevant for almost all investment decisions in an economy. Because of this, interest rates are also the preferred channel through which monetary policy affects the business cycle. Because interest rates of different maturities are affected by many decision makers, these data contains a wealth of useful information about the underlying economy and the shocks it experiences. The aim of this project is to understand the term structure of interest rates and its dynamics, and to extract and interpret the information it contains. |
Keywords |
yield curve, monetary policy, equilibrium |
Financed by |
University funds
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Published results () |
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ID |
Autor(en) |
Titel |
ISSN / ISBN |
Erschienen in |
Art der Publikation |
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109313 |
Lengwiler, Y |
Heterogeneous patience and the term structure of real interest rates |
0002-8282 |
American economic review |
Publication: JournalArticle (Originalarbeit in einer wissenschaftlichen Zeitschrift) |
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238487 |
Lengwiler, Yvan; Lenz, Carlos |
Intelligible factors for the yield curve |
0304-4076 |
Journal of Econometrics |
Publication: JournalArticle (Originalarbeit in einer wissenschaftlichen Zeitschrift) |
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109314 |
Lengwiler, Yvan |
Microfoundations of financial economics : an introduction to general equilibrium asset pricing |
0-691-11315-7 |
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Publication: Authored Book (Verfasser eines eigenständigen Buches) |
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19/04/2024
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