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Short-term and long-term interest rate spread’s dynamics to risk and the yield curve
The yield curve is perceived to be an indicator of the future state of the economy. For example, an inverted yield curve is considered to be a signal of a forthcoming economic slowdown. Does risk explain the slope of the yield curve as well? In this paper, we explore the dynamics of short-term and l...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9522540/ https://www.ncbi.nlm.nih.gov/pubmed/36196265 http://dx.doi.org/10.1007/s43546-022-00336-w |