Open AccessA Closer Look at the Sensitivity Puzzle: The Sensitivity of Expected Future Short Rates and Term Premia to Macroeconomic News
Author(s) -
Meredith Beechey
Publication year - 2007
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2007.06
Subject(s) - economics , yield curve , short rate , term (time) , surprise , inflation (cosmology) , interest rate , forward rate , sensitivity (control systems) , monetary policy , econometrics , risk premium , financial economics , monetary economics , psychology , social psychology , physics , quantum mechanics , electronic engineering , theoretical physics , engineering
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