定期保费重要吗？通过汇率动态传输 o term premiums matter Transmission via exchange rate dynamics -bis.docxVIP

BIS Working Papers No 971 Do term premiums matter? Transmission via exchange rate dynamics by Mitsuru Katagiri and Koji Takahashi Monetary and Economic Department October 2021 JEL classification: E31, E52, E58. Keywords: term premium, uncovered interest rate parity, quantitative easing. BIS Working Papers are written by members of the Monetary and Economic Department of the Bank for International Settlements, and from time to time by other economists, and are published by the Bank. The papers are on subjects of topical interest and are technical in character. The views expressed in