Discussion: Reaction of Swiss Term Premia to Monetary Policy Surprises

Carlos Lenz
Swiss Journal of Economics and Statistics / Schweizerische Zeitschrift für Volkswirtschaft und Statistik / Revue Suisse d'Economie politique et de Statistique, Volume 146, Issue 1, 2010, Pages 405-408
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Keywords

Affine price of risk, interest rate caps, survey data