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~isPartOf:"CAMA working paper series"
~isPartOf:"Fisher College of Business working paper series"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~type_genre:"Non-commercial literature"
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Yield curve
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Zinsstruktur
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Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng
;
Goto, Shingo
;
Hou, Kewei
;
Yan, Xu
; …
-
2024
Persistent link: https://www.econbiz.de/10014475701
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2
Sustainability and credit spreads in Japan
Okimoto, Tatsuyoshi
;
Takaoka, Sumiko
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2023
Persistent link: https://www.econbiz.de/10014432283
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3
Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? : yes and no!
Hambur, Jonathan
;
Haque, Qazi
-
2023
Persistent link: https://www.econbiz.de/10014308971
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4
Debt finance and economic activity in the Euro-area : evidence on asymmetric and maturity effects
Das, Kuntal K.
;
Donald, Logan J.
;
Guender, Alfred V.
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2023
Persistent link: https://www.econbiz.de/10014266800
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5
The influence of fiscal and monetary policies on the shape of the yield curve
Chang, Yoosoon
;
Gómez-Rodríguez, Fabio
;
Matthes, Christian
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2023
Persistent link: https://www.econbiz.de/10014517234
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6
A structural measure of the shadow federal funds rate
Jones, Callum
;
Kulish, Mariano
;
Morley, James
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2022
Persistent link: https://www.econbiz.de/10013478697
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7
Emotion in euro area monetary policy communication and bond yields : the Draghi era
Kanelis, Dimitrios
;
Siklos, Pierre L.
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2022
Persistent link: https://www.econbiz.de/10013479245
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8
Normalizing the central bank's balance sheet : implications for inflation and debt dynamics
Domínguez, Begoña
;
Gomis-Porqueras, Pedro
-
2022
Persistent link: https://www.econbiz.de/10013465966
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9
Investigating a measure of conventional and unconventional stimulus for the euro area
Halberstadt, Arne
;
Krippner, Leo
-
2021
Persistent link: https://www.econbiz.de/10012585980
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10
Testing for uncovered interest parity conditions in a small open economy : a state space modelling approach
Bhatta, Guna Raj
;
Nepal, Rabindra
;
Harvie, Charles
; …
-
2021
Persistent link: https://www.econbiz.de/10012586476
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