Media type: E-Book Title: Estimating nominal interest rate expectations : overnight indexed swaps and the term structure Contributor: Lloyd, Simon P. [Author] Published: London: Bank of England, November 2018 Published in: Bank of England: Staff working papers ; 763 Extent: 1 Online-Ressource (circa 55 Seiten); Illustrationen Language: English Keywords: Dynamic term structure model ; monetary policy expectations ; overnight indexed swaps ; term premia ; term structure of interest rates ; Graue Literatur Origination: Footnote: Access State: Open Access