The impact of monetary policy on corporate bonds under regime shifts
Massimo Guidolin, Alexei G. Orlov and Manuela Pedio
| Year of publication: |
[2015] ; This version: November, 2015
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| Authors: | Guidolin, Massimo ; Orlov, Alexei G. ; Pedio, Manuela |
| Publisher: |
Milano, Italy : IGIER, Università Bocconi |
| Subject: | Unconventional monetary policy | corporate bonds | term structure of Treasury yields | impulse response function | Markov switching vector autoregression | Geldpolitik | Monetary policy | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Schätzung | Estimation | Markov-Kette | Markov chain | Öffentliche Anleihe | Public bond | Zeitreihenanalyse | Time series analysis | Wirkungsanalyse | Impact assessment | Staatspapier | Government securities | Großbritannien | United Kingdom |
freely available
| Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Innocenzo Gasparini Institute for Economic Research. - Milano : [Verlag nicht ermittelbar], ZDB-ID 2123989-7. - Vol. n. 562 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011809312