Interest Rate Skewness and Biased Beliefs
收藏NBER2021-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w28954
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资源简介：
The conditional skewness of Treasury yields is an important indicator of the risks to the macroeconomic outlook. Positive skewness signals upside risk to interest rates during periods of accommodative monetary policy and an upward-sloping yield curve, and vice versa. Skewness has substantial
提供机构：
美国国家经济研究局
创建时间：
2021-06-01
