Preferred-habitat investors and the US term structure of real rates
I Kaminska, D Vayanos, G Zinna - 2011 - papers.ssrn.com
We estimate structurally a model of the term structure of interest rates that is consistent with
no arbitrage but allows for demand pressures. The term structure in our model is determined …
no arbitrage but allows for demand pressures. The term structure in our model is determined …
Preferred-habitat investors and the US term structure of real rates
I Kaminska, D Vayanos, G Zinna - 2011 - ideas.repec.org
We estimate structurally a model of the term structure of interest rates that is consistent with
no arbitrage but allows for demand pressures. The term structure in our model is determined …
no arbitrage but allows for demand pressures. The term structure in our model is determined …
[PDF][PDF] Preferred-habitat investors and the US term structure of real rates
I Kaminska, D Vayanos, G Zinna - 2011 - Citeseer
We estimate structurally a model of the term structure of interest rates that is consistent with
no arbitrage but allows for demand pressures. The term structure in our model is determined …
no arbitrage but allows for demand pressures. The term structure in our model is determined …
Preferred-Habitat Investors and the US Term Structure of Real Rates
I Kaminska, D Vayanos, G Zinna - 2011 - econpapers.repec.org
We estimate structurally a model of the term structure of interest rates that is consistent with
no arbitrage but allows for demand pressures. The term structure in our model is determined …
no arbitrage but allows for demand pressures. The term structure in our model is determined …
Preferred-habitat investors and the US term structure of real rates
I Kaminska, D Vayanos, G Zinna - 2011 - eprints.lse.ac.uk
We estimate structurally a model of the term structure of interest rates that is consistent with
no arbitrage but allows for demand pressures. The term structure in our model is determined …
no arbitrage but allows for demand pressures. The term structure in our model is determined …
[PDF][PDF] Preferred&Habitat Investors and the US Term Structure of Real Rates
I Kaminska, D Vayanos, G Zinna - 2011 - academia.edu
We estimate structurally a model of the term structure of interest rates that is consistent with
no arbitrage but allows for demand pressures. The term structure in our model is determined …
no arbitrage but allows for demand pressures. The term structure in our model is determined …
[PDF][PDF] Preferred&Habitat Investors and the US Term Structure of Real Rates
I Kaminska, D Vayanos, G Zinna - 2011 - fmg.ac.uk
We estimate structurally a model of the term structure of interest rates that is consistent with
no arbitrage but allows for demand pressures. The term structure in our model is determined …
no arbitrage but allows for demand pressures. The term structure in our model is determined …
Preferred-habitat investors and the US term structure of real rates.
I Kaminska, D Vayanos, G Zinna - Bank of England Quarterly …, 2011 - search.ebscohost.com
The article presents a working paper on the term structure of real rates in the US It discusses
the decline of the long-term interest rates in the country from 2000 to 2005. It also examines …
the decline of the long-term interest rates in the country from 2000 to 2005. It also examines …
Preferred-habitat investors and the US term structure of real rates
I Kaminska, D Vayanos, G Zinna - Bank of England. Quarterly …, 2011 - search.proquest.com
US long-term interest rates have fallen substantially since 2000. The decline continued
during 2004-2005, at the same time that US monetary policy was being tightened. This …
during 2004-2005, at the same time that US monetary policy was being tightened. This …
[PDF][PDF] Preferred-habitat investors and the US term structure of real rates
I Kaminska, D Vayanos, G Zinna - 2011 - bankofengland.co.uk
We estimate structurally a model of the term structure of interest rates that is consistent with
no arbitrage but allows for demand pressures. The term structure in our model is determined …
no arbitrage but allows for demand pressures. The term structure in our model is determined …