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Showing 1 to 6 of 6 for “"Term Premia"”.

  1. An Analysis of Monetary Policy Transmission Through Bond Yields

    … the transmission of monetary policy through the term structure of interest rates. This is an important topic because, with short-term nominal interest rates in many advanced economies close to their effective lower bound since 2008-2009, central banks have used `unconventional' monetary policies, …

    cambridge Repository record for An Analysis of Monetary Policy Transmission Through Bond Yields (opens in a new tab)

  2. Essays on the term structure of equity returns

    This dissertation contains three essays on the term structure of equity returns. In the first chapter I document substantial variation in the cross-section of the term premium of US stocks between 1996 and 2019. I introduce a model with multiple stocks and an SDF with two priced sources of risk - …

    mit Repository record for Essays on the term structure of equity returns (opens in a new tab)

  3. Modelling Term and Inflation Risk Premia in the South African Bond Market

    … of approaches has been used to estimate the term premium of bond yields. Early attempts include linear regression models, such as those of Fama and Bliss (1987) and Cochrane and Piazzesi (2005), but these have been shown to be inconsistent and lacking in robustness (Kim and Orphanides …

    cape-town Repository record for Modelling Term and Inflation Risk Premia in the South African Bond Market (opens in a new tab)

  4. Essays on New Keynesian Term Premium Model with Financial Risks

    … the modeling of U.S. Treasury (UST) yield curve term premia under the New Keynesian (NK) framework. Loosely speaking, term premium is the difference between a government bond’s yield for a specific tenor and the average of the expected short rates up to that tenor. The dissertation is divided …

    cuny-grad Repository record for Essays on New Keynesian Term Premium Model with Financial Risks (opens in a new tab)

  5. Essays on International Finance and Currency Economics

    … 2, we use a joint model of macroeconomic and term structure dynamics to estimate the term premia and inflation risk premia embedded in the euro area and U.S. sovereign bonds yields. We find that the fall in real risk premia has been the primary driver of declining yields, given ECB assets …

    washington Repository record for Essays on International Finance and Currency Economics (opens in a new tab)

  6. Essays on Macro-Finance Relationships

    … The first essay investigates how the entire term structure of interest rates is influenced by regime-shifts in monetary policy. To do so, we develop and estimate an arbitrage-free dynamic term-structure model which accounts for regime shifts in monetary policy, volatility, and the price of …

    wustl Repository record for Essays on Macro-Finance Relationships (opens in a new tab)