Alexander Meyer-Gohde
Alexander Meyer-Gohde
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Risk Premium
(Un)expected monetary policy shocks and term premia
The term structure of interest rates is crucial for the transmission of monetary policy to financial markets and the macroeconomy. …
Martin Kliem
,
Alexander Meyer-Gohde
Apr 1, 2022
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DOI
Generalized entropy and model uncertainty
I provide a model uncertainty foundation to the power certainty equivalent of Epstein-Zin-Weil risk sensitive preferences (EZ), …
Alexander Meyer-Gohde
Apr 1, 2019
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DOI