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isPartOf:"Journal of monetary economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Announcement effect"
~subject:"Impact assessment"
~subject:"Interest rate policy"
~type_genre:"Article in journal"
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Search: subject_exact:"LIBOR market model"
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Announcement effect
Impact assessment
Interest rate policy
Yield curve
128
Zinsstruktur
128
Monetary policy
42
Geldpolitik
41
Theorie
35
Theory
35
USA
31
United States
31
Estimation
23
Schätzung
23
Risikoprämie
22
Risk premium
22
Interest rate
21
Zins
21
Public bond
20
Öffentliche Anleihe
20
Capital income
16
Kapitaleinkommen
16
Credit risk
15
Kreditrisiko
15
Anleihe
11
Bond
11
Forecasting model
11
Prognoseverfahren
11
Public debt
11
Öffentliche Schulden
11
Financial crisis
10
Inflation
10
Inflation expectations
10
Inflationserwartung
10
Volatility
10
Volatilität
10
Corporate bond
9
EU countries
9
EU-Staaten
9
Finanzkrise
9
Unternehmensanleihe
9
Ankündigungseffekt
8
Bond market
8
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Article
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Article in journal
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15
Conference paper
1
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1
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English
15
Author
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Adão, Bernardino
1
Aharon, David Y.
1
Altavilla, Carlo
1
Andrade, Philippe
1
Beechey, Meredith Jane
1
Binsbergen, Jules H. van
1
Campbell, Sean D.
1
Christensen, Jens H. E.
1
Correia, Isabel Horta
1
Covitz, Daniel M.
1
Fernández-Villaverde, Jesús
1
Ferroni, Filippo
1
Gallmeyer, Michael F.
1
Giannone, Domenico
1
Hollifield, Burton
1
Koijen, Ralph S. J.
1
Liu, Zhechen
1
Lu, Biao
1
López, José A.
1
Modugno, Michele
1
Moessner, Richhild
1
Moraes, Claudio Oliveira de
1
Mukhriz Izraf Azman Aziz
1
Nelson, William R.
1
Pence, Karen M.
1
Pio Corrêa, Paloma
1
Rubio-Ramírez, Juan Francisco
1
Rudebusch, Glenn D.
1
Smith, Josephine M.
1
Taylor, John B.
1
Tiberto, Bruno Pires
1
Umar, Zaghum
1
Wang, Ling
1
Wang, Xinjie
1
Wright, Jonathan H.
1
Wu, Liuren
1
Xuan Vinh Vo
1
Yang, Shanxiang
1
Zin, Stanley E.
1
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Journal of monetary economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of international money and finance
15
Economic modelling
10
Finance research letters
10
Journal of money, credit and banking : JMCB
9
Journal of banking & finance
8
Applied economics
7
International review of economics & finance : IREF
7
International journal of central banking : IJCB
5
Journal of economic dynamics & control
5
The American economic review
5
Economics letters
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Journal of the Japanese and international economies : an international journal ; JJIE
4
Review / Federal Reserve Bank of St. Louis
4
Review of finance : journal of the European Finance Association
4
The economic journal : the journal of the Royal Economic Society
4
The review of financial studies
4
Applied economics letters
3
Economies : open access journal
3
Emerging markets review
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
European economic review : EER
3
Intereconomics : review of European economic policy
3
International review of financial analysis
3
Journal of econometrics
3
Journal of financial economics
3
Journal of international financial markets, institutions & money
3
The European journal of finance
3
The journal of fixed income
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
American economic journal : a journal of the American Economic Association
2
Brookings papers on economic activity : BPEA
2
Cambridge working papers in economics
2
Cambridge-INET working papers
2
Economic papers
2
Economic systems
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European journal of political economy
2
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ECONIS (ZBW)
15
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1
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10
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15
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date (oldest first)
1
COVID-19 related media sentiment and the yield curve of G-7 economies
Aharon, David Y.
;
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449300
Saved in:
2
Delphic and odyssean monetary policy shocks : evidence from the euro area
Andrade, Philippe
;
Ferroni, Filippo
- In:
Journal of monetary economics
117
(
2021
),
pp. 816-832
Persistent link: https://www.econbiz.de/10012603261
Saved in:
3
Does transparency of central banks communication affect credit market? : empirical evidence for advanced and emerging markets
Tiberto, Bruno Pires
;
Moraes, Claudio Oliveira de
;
Pio …
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012642420
Saved in:
4
News sentiment, credit spreads, and information asymmetry
Yang, Shanxiang
;
Liu, Zhechen
;
Wang, Xinjie
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012654976
Saved in:
5
Measuring the effects of unconventional monetary policy on MBS spreads : a comparative study
Wang, Ling
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 235-251
Persistent link: https://www.econbiz.de/10012269191
Saved in:
6
Low frequency effects of macroeconomic news on government bond yields
Altavilla, Carlo
;
Giannone, Domenico
;
Modugno, Michele
- In:
Journal of monetary economics
92
(
2017
),
pp. 31-46
Persistent link: https://www.econbiz.de/10011799571
Saved in:
7
Reactions of US government bond yields to explicit FOMC forward guidance
Moessner, Richhild
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 217-233
Persistent link: https://www.econbiz.de/10011535214
Saved in:
8
A probability-based stress test of Federal Reserve assets and income
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
- In:
Journal of monetary economics
73
(
2015
),
pp. 26-43
Persistent link: https://www.econbiz.de/10011381692
Saved in:
9
Short and long interest rate targets
Adão, Bernardino
;
Correia, Isabel Horta
- In:
Journal of monetary economics
66
(
2014
),
pp. 95-107
Persistent link: https://www.econbiz.de/10010482365
Saved in:
10
The term structure of interest rates in a DSGE model with recursive preferences
Binsbergen, Jules H. van
;
Fernández-Villaverde, Jesús
; …
- In:
Journal of monetary economics
59
(
2012
)
7
,
pp. 634-648
Persistent link: https://www.econbiz.de/10009702518
Saved in:
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