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isPartOf:"Journal of monetary economics"
~person:"Adão, Bernardino"
~person:"Altavilla, Carlo"
~person:"López, José A."
~type:"article"
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Search: subject_exact:"LIBOR market model"
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Yield curve
5
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Adão, Bernardino
Altavilla, Carlo
López, José A.
Rudebusch, Glenn D.
5
Andrade, Philippe
2
Angelini, Paolo
2
Berndt, Antje
2
Christensen, Jens H. E.
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Crump, Richard K.
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Journal of monetary economics
International journal of central banking : IJCB
3
Asia and China in the global economy
1
Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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Journal of money, credit and banking : JMCB
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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Comment on "Measuring euro area monetary policy" by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto
Wright, Jonathan H.
- In:
Journal of monetary economics
108
(
2019
),
pp. 180-184
Persistent link: https://www.econbiz.de/10012267241
Saved in:
2
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:
3
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:
4
Comment on: "A probability-based stress test of Federal Reserve assets and income"
Archer, David J.
- In:
Journal of monetary economics
73
(
2015
),
pp. 44-47
Persistent link: https://www.econbiz.de/10011381697
Saved in:
5
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:
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