FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3026677472> ?p ?o ?g. }

• W3026677472 endingPage "1158" @default.
• W3026677472 startingPage "1138" @default.
• W3026677472 abstract "This paper quantitatively explores the role of external habits, nominal rigidities, and monetary policy for real and nominal bond yields in an asset-pricing endogenous growth model. The calibration captures the reported average positive slopes of U.S. real and nominal yield curves with sizable positive real and nominal bond risk premia. Habits are critical to generate positive real premia by altering the comovement of real rates and productivity shocks. Nominal rigidities generate monetary policy effects on real bonds. Stronger policy rule inflation responses or weaker output responses increase real term premia and reduce inflation risk premia. Relative to standard models, the paper provides an alternative interpretation of real and nominal bond risks. This paper was accepted by Tomasz Piskorski, finance." @default.
• W3026677472 created "2020-05-29" @default.
• W3026677472 creator A5003899745 @default.
• W3026677472 creator A5011746272 @default.
• W3026677472 creator A5015539510 @default.
• W3026677472 date "2021-02-01" @default.
• W3026677472 modified "2023-10-16" @default.
• W3026677472 title "Real and Nominal Equilibrium Yield Curves" @default.
• W3026677472 cites W186209714 @default.
• W3026677472 cites W1976140283 @default.
• W3026677472 cites W2002207054 @default.
• W3026677472 cites W2094241261 @default.
• W3026677472 cites W2108103725 @default.
• W3026677472 cites W2120426658 @default.
• W3026677472 cites W2122270438 @default.
• W3026677472 cites W2124091152 @default.
• W3026677472 cites W2125336002 @default.
• W3026677472 cites W2135665921 @default.
• W3026677472 cites W2150459600 @default.
• W3026677472 cites W2150751859 @default.
• W3026677472 cites W2153781119 @default.
• W3026677472 cites W2162484441 @default.
• W3026677472 cites W2525373672 @default.
• W3026677472 cites W2546454485 @default.
• W3026677472 cites W2552431888 @default.
• W3026677472 cites W2923803554 @default.
• W3026677472 cites W3022712314 @default.
• W3026677472 cites W3121293400 @default.
• W3026677472 cites W3122608169 @default.
• W3026677472 cites W3122669733 @default.
• W3026677472 cites W3122764680 @default.
• W3026677472 cites W3122876909 @default.
• W3026677472 cites W3123180118 @default.
• W3026677472 cites W3123212513 @default.
• W3026677472 cites W3123301306 @default.
• W3026677472 cites W3123369983 @default.
• W3026677472 cites W3123374514 @default.
• W3026677472 cites W3123494534 @default.
• W3026677472 cites W3123721768 @default.
• W3026677472 cites W3123874260 @default.
• W3026677472 cites W3123952677 @default.
• W3026677472 cites W3123975874 @default.
• W3026677472 cites W3124765495 @default.
• W3026677472 cites W3125300625 @default.
• W3026677472 cites W3125460877 @default.
• W3026677472 cites W3126059480 @default.
• W3026677472 cites W4247765758 @default.
• W3026677472 doi "https://doi.org/10.1287/mnsc.2019.3472" @default.
• W3026677472 hasPublicationYear "2021" @default.
• W3026677472 type Work @default.
• W3026677472 sameAs 3026677472 @default.
• W3026677472 citedByCount "9" @default.
• W3026677472 countsByYear W30266774722019 @default.
• W3026677472 countsByYear W30266774722020 @default.
• W3026677472 countsByYear W30266774722021 @default.
• W3026677472 countsByYear W30266774722022 @default.
• W3026677472 crossrefType "journal-article" @default.
• W3026677472 hasAuthorship W3026677472A5003899745 @default.
• W3026677472 hasAuthorship W3026677472A5011746272 @default.
• W3026677472 hasAuthorship W3026677472A5015539510 @default.
• W3026677472 hasConcept C10138342 @default.
• W3026677472 hasConcept C121332964 @default.
• W3026677472 hasConcept C126285488 @default.
• W3026677472 hasConcept C134121241 @default.
• W3026677472 hasConcept C149782125 @default.
• W3026677472 hasConcept C151541453 @default.
• W3026677472 hasConcept C154815372 @default.
• W3026677472 hasConcept C162324750 @default.
• W3026677472 hasConcept C175025494 @default.
• W3026677472 hasConcept C176230804 @default.
• W3026677472 hasConcept C191897082 @default.
• W3026677472 hasConcept C192562407 @default.
• W3026677472 hasConcept C200941418 @default.
• W3026677472 hasConcept C33332235 @default.
• W3026677472 hasConcept C556758197 @default.
• W3026677472 hasConcept C69738904 @default.
• W3026677472 hasConcept C84888623 @default.
• W3026677472 hasConceptScore W3026677472C10138342 @default.
• W3026677472 hasConceptScore W3026677472C121332964 @default.
• W3026677472 hasConceptScore W3026677472C126285488 @default.
• W3026677472 hasConceptScore W3026677472C134121241 @default.
• W3026677472 hasConceptScore W3026677472C149782125 @default.
• W3026677472 hasConceptScore W3026677472C151541453 @default.
• W3026677472 hasConceptScore W3026677472C154815372 @default.
• W3026677472 hasConceptScore W3026677472C162324750 @default.
• W3026677472 hasConceptScore W3026677472C175025494 @default.
• W3026677472 hasConceptScore W3026677472C176230804 @default.
• W3026677472 hasConceptScore W3026677472C191897082 @default.
• W3026677472 hasConceptScore W3026677472C192562407 @default.
• W3026677472 hasConceptScore W3026677472C200941418 @default.
• W3026677472 hasConceptScore W3026677472C33332235 @default.
• W3026677472 hasConceptScore W3026677472C556758197 @default.
• W3026677472 hasConceptScore W3026677472C69738904 @default.
• W3026677472 hasConceptScore W3026677472C84888623 @default.
• W3026677472 hasIssue "2" @default.
• W3026677472 hasLocation W30266774721 @default.
• W3026677472 hasOpenAccess W3026677472 @default.
• W3026677472 hasPrimaryLocation W30266774721 @default.

• next