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unconventional monetary policy, QE, LSAP, portfolio balance, no arbitrage
Bond risk premia, slope, asymmetry, skewness, biased beliefs, monetary policy
bond risk premia, slope, asymmetry, skewness, biased beliefs, monetary policy
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Biased Beliefs, Bond Markets, monetary policy, Skewness, yield curve
policy uncertainty, implied volatility, Federal Reserve, FOMC announcements, event study, asset prices
monetary policy uncertainty, Federal Reserve, event study, monetary transmission, implied volatility
yield curve, macro-finance, inflation trend, equilibrium real interest rate, shifting endpoints, bond risk premia
Yield Curve, Macro-Finance, Inflation Trend, Equilibrium Real Interest Rate, Shifting Endpoints, Bond Risk Premia
transition risk, stranded assets, event study, carbon emissions, ESG scores, green stocks, brown stocks
yield curve, spanning, return predictability, robust inference, bootstrap
yield curve, spanning, bond returns, small-sample bias, robust inference
climate risk, transition risk, carbon emissions, green stocks, brown stocks
dynamic term structure models, shadow rates, policy liftoff, macro-finance
small-sample bias correction, vector auto-regression, dynamic term structure models, term premium
social discount rate, cost of carbon, natural rate of interest, r-star
Federal Reserve, forecasts, survey, Blue Chip, Delphic forward guidance
no-arbitrage, prices of risk, term premium, Markov-chain Monte Carlo, model selection
no-arbitrage, prices of risk, Bayesian model selection, term premium
inflation expectations, macroeconomic news, inflation compensation, TIPS, inflation swaps, survey expectations
yield curve, term structure models, macro-finance, unspanned macro risk, monetary policy
yield curve, term structure models, macro-finance, unspanned macro risks, monetary policy
term premia, dynamic term structure model, small-sample bias
term structure of interest rates, macroeconomic news, term premium, no- arbitrage, market prices of risk, Bayesian inference
Monetary policy, zero lower bound, LSAP, signaling, portfolio balance, dynamic term structure model
term structure of interest rates, no-arbitrage, news, monetary policy surprises, macroeconomic announcements, policy inertia
climate finance, decarbonization commitments, text classification, event study, transition risk, carbon premium
monetary transmission, carbon premium, ESG, climate finance JEL Classifications: E52
monetary transmission, carbon premium, ESG, climate finance
External Instruments, FOMC, Monetary Transmission, Policy rule, SVAR
