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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:"Impact assessment"
~subject:"Interest rate policy"
~subject:"United States"
~type_genre:"Article in journal"
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Search: subject_exact:"LIBOR market model"
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Impact assessment
Interest rate policy
United States
Yield curve
128
Zinsstruktur
128
Monetary policy
42
Geldpolitik
41
Theorie
35
Theory
35
USA
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
Announcement effect
8
Bond market
8
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Article
40
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40
Conference paper
1
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1
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English
40
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Rudebusch, Glenn D.
3
Angelini, Paolo
2
Zin, Stanley E.
2
Adão, Bernardino
1
Aharon, David Y.
1
Altavilla, Carlo
1
Andrade, Philippe
1
Backus, David
1
Balcilar, Mehmet
1
Balduzzi, Pierluigi
1
Beechey, Meredith Jane
1
Bekaert, Geert
1
Bertola, Giuseppe
1
Binsbergen, Jules H. van
1
Caldeira, João F.
1
Campbell, Sean D.
1
Canzoneri, Matthew B.
1
Cavaglia, Stefano M.
1
Champagne, Claudia
1
Chapman, David A.
1
Christensen, Jens H. E.
1
Coggins, Frank
1
Correia, Isabel Horta
1
Covitz, Daniel M.
1
Cumby, Robert
1
De Graeve, Ferre
1
Diba, Behzad
1
Emiris, Marina
1
Evans, Martin D. D.
1
Fama, Eugene F.
1
Favero, Carlo A.
1
Fernández-Villaverde, Jesús
1
Ferroni, Filippo
1
Foresi, Silverio
1
Gallmeyer, Michael F.
1
Giannone, Domenico
1
Gregory, Allan W.
1
Gupta, Rangan
1
Hodrick, Robert J.
1
Hollifield, Burton
1
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Journal of monetary economics
The North American journal of economics and finance : a journal of financial economics studies
The review of financial studies
53
Journal of banking & finance
46
Journal of money, credit and banking : JMCB
43
The journal of finance : the journal of the American Finance Association
41
The journal of fixed income
41
Journal of international money and finance
28
Economics letters
26
Journal of financial and quantitative analysis : JFQA
25
Journal of financial economics
21
The journal of futures markets
21
Journal of economic dynamics & control
20
Applied economics
19
Journal of economics & business
19
Economic modelling
16
International review of financial analysis
16
Applied financial economics
15
International review of economics & finance : IREF
15
Review / Federal Reserve Bank of St. Louis
14
Economic review
13
The review of economics and statistics
13
Journal of applied econometrics
12
Journal of econometrics
12
Review of finance : journal of the European Finance Association
12
The American economic review
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
International journal of forecasting
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of macroeconomics
10
American economic journal : a journal of the American Economic Association
9
Finance research letters
9
International journal of central banking : IJCB
9
The quarterly journal of economics
9
Applied economics letters
8
Journal of empirical finance
8
Journal of forecasting
8
Southern economic journal
8
The Canadian journal of economics
8
The economic journal : the journal of the Royal Economic Society
8
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ECONIS (ZBW)
40
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40
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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
Oil price shocks and credit spread : structural effect and dynamic spillover
Jiang, Yong
;
Liu, Cenjie
;
Xie, Rui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013186472
Saved in:
4
Identification of triggers of US yield curve movements
Kučera, Adam
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012665126
Saved in:
5
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
6
Do U.S. factors impact the Brazilian yield curve? : evidence from a dynamic factor model
Stona, Filipe
;
Caldeira, João F.
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 76-89
Persistent link: https://www.econbiz.de/10012120210
Saved in:
7
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:
8
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:
9
Corporate bond market interdependence : credit spread correlation between and within U.S. and Canadian corporate bond markets
Champagne, Claudia
;
Coggins, Frank
;
Sodjahin, Amos
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011878922
Saved in:
10
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:
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