The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises (Q2136958)
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scientific article; zbMATH DE number 7526546
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| English | The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises |
scientific article; zbMATH DE number 7526546 |
Statements
The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises (English)
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16 May 2022
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uncertainty
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monetary policy surprises
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dynamic Nelson-Siegel model with regime shifts
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0.7348653674125671
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0.7230457663536072
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0.7117044925689697
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0.7059747576713562
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0.7045150995254517
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