{"title":"显著性效应和收益曲线","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":"{\"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}","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}
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...
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