P.O. Box 160
Bank of Finland
bond risk premia, time series momentum, term structure models, post-FOMC announcement drift
Bond and currency premia, sticky expectations, interest rate forecast errors
Market Selection Hypothesis, Heterogeneous Beliefs, General Equilibrium
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Banking Union, capital market union, Currency Union, incomplete markets, Risk Sharing
This page was processed by aws-apollo1 in 0.218 seconds