{"title":"Salience effect and yield curve","authors":"Zhihao Hu, Guokai Song, Yuhan Wang, Yating Duan","doi":"10.1080/1331677x.2024.2341227","DOIUrl":null,"url":null,"abstract":"This paper studies the influence of salience on nominal and real yield curves by introducing the salience effect in the Piazzesi and Schneider model (hereafter PS). We construct the salience values...","PeriodicalId":501536,"journal":{"name":"Economic Research-Ekonomska Istraživanja","volume":"40 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Economic Research-Ekonomska Istraživanja","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/1331677x.2024.2341227","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
This paper studies the influence of salience on nominal and real yield curves by introducing the salience effect in the Piazzesi and Schneider model (hereafter PS). We construct the salience values...
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
