Overview
- Analyzes the macroeconomy and financial markets within an integrated macro-finance approach
- Systematically works out macroeconomic factors that shape the yield curve and financial risk premia
- Revisits monetary policy and financial stability against the background of the latest financial crisis
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 654)
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents(13 chapters)
-
Theoretical Foundations for Policy Analysis
-
The Term Structure of Interest Rates and Monetary Policy Rules
-
Financial Stability and Monetary Policy
About this book
Reviews
From the reviews:
“This book is a really interesting and valuable source for all those who are interested in broad and deep look to the financial side of economy. The structure of the book is clear and allows a reader to easily follow the author’s considerations and conclusions. … It is well written and in a clear way presents both theoretical and empirical approach to the topic. … a useful source for all those determined to understand the reality beyond the mathematical models of term structure.” (Malgorzata Doman, Zentralblatt MATH, Vol. 1247, 2012)
Authors and Affiliations
-
Department of Economics Chair of Economic Policy, University of Hohenheim, Stuttgart, Germany
Felix Geiger
About the author
Bibliographic Information
Book Title: The Yield Curve and Financial Risk Premia
Book Subtitle: Implications for Monetary Policy
Authors: Felix Geiger
Series Title: Lecture Notes in Economics and Mathematical Systems
DOI: https://doi.org/10.1007/978-3-642-21575-9
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2011
Softcover ISBN: 978-3-642-21574-2Published: 17 August 2011
eBook ISBN: 978-3-642-21575-9Published: 17 August 2011
Series ISSN: 0075-8442
Series E-ISSN: 2196-9957
Edition Number: 1
Number of Pages: XIII, 260
Number of Illustrations: 31 b/w illustrations
Topics: Macroeconomics/Monetary Economics//Financial Economics, Economic Policy, Econometrics