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The Yield Curve and Financial Risk Premia

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Cover of 'The Yield Curve and Financial Risk Premia'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Financial Markets and Asset Pricing
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    Chapter 3 The Theory of the Term Structure of Interest Rates
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    Chapter 4 A Systematic View on Term Premia
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    Chapter 5 The Macro-Finance View of the Term Structure of Interest Rates
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    Chapter 6 Monetary Policy in the Presence of Term Structure Effects
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    Chapter 7 Financial Risk and Boom-Bust Cycles
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    Chapter 8 Conclusion and Outlook
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    Chapter 9 Dynamic Optimization
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    Chapter 10 State-Space Model and Maximum Likelihood Estimation
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    Chapter 11 Recursive Nature of the Expectations Hypothesis
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    Chapter 12 Derivation of Affine Coefficient Loadings
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    Chapter 13 Optimal Monetary Policy
Attention for Chapter 7: Financial Risk and Boom-Bust Cycles
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