Term Structure of Interest Rates
Project funded by own resources
Project title Term Structure of Interest Rates
Principal Investigator(s) Lengwiler, Yvan
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

Published results ()

  ID Autor(en) Titel ISSN / ISBN Erschienen in Art der Publikation
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) 
238487  Lengwiler, Yvan; Lenz, Carlos  Intelligible factors for the yield curve  0304-4076  Journal of Econometrics  Publication: JournalArticle (Originalarbeit in einer wissenschaftlichen Zeitschrift) 
109314  Lengwiler, Yvan  Microfoundations of financial economics : an introduction to general equilibrium asset pricing  0-691-11315-7    Publication: Authored Book (Verfasser eines eigenständigen Buches) 
   

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