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The Yield Curve and Financial Risk Premia

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The Yield Curve and Financial Risk Premia

Implications for Monetary Policy

Felix Geiger

Springer
Collection: Lecture Notes in Economics and Mathematical Systems
Publication date : 2011-08-17

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The determinants of yield curve dynamics have been thoroughly discussed in finance models. However, little can be said about the macroeconomic factors behind the movements of short- and long-term interest rates as well as the risk compensation demanded by financial investors. By taking on a macro-finance perspective, the book’s approach explicitly acknowledges the close feedback between monetary policy, the macroeconomy and financial conditions. Both theoretical and empirical models are applied in order to get a profound understanding of the interlinkages between economic activity, the conduct of monetary policy and the underlying macroeconomic factors of bond price movements. Moreover, the book identifies a broad risk-taking channel of monetary transmission which allows a reassessment of the role of financial constraints; it enables policy makers to develop new guidelines for monetary policy and for financial supervision of how to cope with evolving financial imbalances.

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About the book

Author

Felix Geiger

Imprint

Springer

Collection

Lecture Notes in Economics and Mathematical Systems

Publication date

2011-08-17

Pages

260 pages

Print ISBN

9783642215742

Language

English

Ebook informations

EAN PDF

9783642215759

Price

£89.50

Copy count 2

Print count 26

File size 5028 Ko

Informations accessibility

EAN EPUB

9783642215759

Price

£89.50

Copy count 2

Print count 26

File size 8970 Ko

Informations accessibility

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About author(s)

Felix Geiger

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