Add to ORKGWe study the bond yield conundrum in a macro-finance framework. Building upon a exible and non-structural macro-finance model, we test the hypothesis that the bond yield conundrum is connected to various sources of uncertainty in the financial markets. Moreover we explicitly test for the role of the state of the economy. Our findings give a richer description of the drivers of the term premium yet the conun- drum remains. The results in this paper indicate that the underlying observable drivers of the term premium are not yet fully understood
This dissertation studies topics in macro-finance with a focus on economic uncertainty. The first ch...
We study the impact of economic policy uncertainty on the term structure of nominal interest rates. ...
We establish an empirical link between the ex-ante uncertainty about macroeconomic fundamentals and ...
We study the bond yield conundrum in a macro-finance framework. Building upon a exible and non-struc...
We study the bond yield conundrum in a macro-finance framework. Building upon a flexible and non-str...
We use a macro-finance model, incorporating macroeconomic and financial factors, to study the term p...
We use a macro-finance model, incorporating macroeconomic and financial factors, to study the term p...
We analyse if and to what extent fundamental macroeconomic factors, temporary influences or more str...
In 2004 and 2005, long-term interest rates remained remarkably low despite improving economic condit...
The basic inability of standard theoretical models to generate a sufficiently large and variable nom...
We study the impact of economic policy uncertainty on the term structure of nominal interest rates. ...
After financial crisis, the role of uncertainty in decision making processes has largely been recogn...
Among a myriad of existing financial assets, a zero-coupon bond stands out for its simplicity. This ...
Are there important cyclical fluctuations in bond market premiums and, if so, with what macroeconomi...
Are there important cyclical fluctuations in bond market premiums and, if so, with what macroeconomi...
This dissertation studies topics in macro-finance with a focus on economic uncertainty. The first ch...
We study the impact of economic policy uncertainty on the term structure of nominal interest rates. ...
We establish an empirical link between the ex-ante uncertainty about macroeconomic fundamentals and ...
We study the bond yield conundrum in a macro-finance framework. Building upon a exible and non-struc...
We study the bond yield conundrum in a macro-finance framework. Building upon a flexible and non-str...
We use a macro-finance model, incorporating macroeconomic and financial factors, to study the term p...
We use a macro-finance model, incorporating macroeconomic and financial factors, to study the term p...
We analyse if and to what extent fundamental macroeconomic factors, temporary influences or more str...
In 2004 and 2005, long-term interest rates remained remarkably low despite improving economic condit...
The basic inability of standard theoretical models to generate a sufficiently large and variable nom...
We study the impact of economic policy uncertainty on the term structure of nominal interest rates. ...
After financial crisis, the role of uncertainty in decision making processes has largely been recogn...
Among a myriad of existing financial assets, a zero-coupon bond stands out for its simplicity. This ...
Are there important cyclical fluctuations in bond market premiums and, if so, with what macroeconomi...
Are there important cyclical fluctuations in bond market premiums and, if so, with what macroeconomi...
This dissertation studies topics in macro-finance with a focus on economic uncertainty. The first ch...
We study the impact of economic policy uncertainty on the term structure of nominal interest rates. ...
We establish an empirical link between the ex-ante uncertainty about macroeconomic fundamentals and ...