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Fixed income analysis / Monetary policy / Yield curve / Macro risk / Interest rate / Bond duration / Inflation / Economic model / Interest / Economics / Fixed income market / Mathematical finance


Monetary Policy Expectations at the Zero Lower Bound∗ Michael D. Bauer†and Glenn D. Rudebusch‡ February 13, 2014 Abstract To obtain monetary policy expectations from the yield curve near the zero lower bound (ZLB),
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