On the transmission mechanism of Asia-Pacific yield curve characteristics
Year of publication: |
2022
|
---|---|
Authors: | Gabauer, David ; Subramaniam, Sowmya ; Gupta, Rangan |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 1, p. 473-488
|
Subject: | dynamic connectedness | TVP-VAR | yield curve decomposition | yield curve spillovers | Zinsstruktur | Yield curve | Spillover-Effekt | Spillover effect | Geldpolitische Transmission | Monetary transmission | Öffentliche Anleihe | Public bond | Rendite | Yield | Schätzung | Estimation | Kapitaleinkommen | Capital income | Asiatisch-pazifischer Raum | Asia-Pacific region | Japan |
-
International effects of a compression of euro area yield curves
Feldkircher, Martin, (2019)
-
International yield spillovers
Kim, Don H., (2020)
-
The asymmetric and persistent effects of Fed policy on global bond yields
Adrian, Tobias, (2024)
- More ...
-
On the transmission mechanism of Asia‐Pacific yield curve characteristics
Gabauer, David, (2020)
-
Investigating Dynamic Connectedness of Global Equity Markets : The Role of Investor Attention
Dash, Saumya, (2022)
-
Investigating Dynamic Connectedness of Global Equity Markets : The Role of Investor Attention
Dash, Saumya, (2022)
- More ...