Bonds, currencies and expectational errors
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- Granziera, Eleonora & Sihvonen, Markus, 2024. "Bonds, currencies and expectational errors," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Granziera, Eleonora & Sihvonen, Markus, 2020. "Bonds, currencies and expectational errors," Bank of Finland Research Discussion Papers 7/2020, Bank of Finland.
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More about this item
Keywords
Bond and currency premia; sticky expectations; interest rate forecast errors;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F31 - International Economics - - International Finance - - - Foreign Exchange
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2021-03-08 (Macroeconomics)
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