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~isPartOf:"CAMA working paper series"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Geldpolitik"
~type_genre:"Non-commercial literature"
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Search: subject:"Zinsstruktur"
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Geldpolitik
Yield curve
51
Zinsstruktur
51
Theorie
16
Theory
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Estimation
13
Schätzung
13
Monetary policy
12
Stochastic process
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Stochastischer Prozess
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Low-interest-rate policy
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Niedrigzinspolitik
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Zins
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Option pricing theory
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Optionspreistheorie
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USA
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United States
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zero lower bound
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Geldpolitische Transmission
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Interest rate derivative
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Monetary transmission
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Zinsderivat
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Anleihe
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Derivat
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Derivative
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Interest rate policy
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Japan
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Public bond
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Zinspolitik
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shadow short rate
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Öffentliche Anleihe
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Krippner, Leo
3
Siklos, Pierre L.
2
Chang, Yoosoon
1
Domínguez, Begoña
1
Dungey, Mardi H.
1
Eickmeier, Sandra
1
Gomis-Porqueras, Pedro
1
Gómez-Rodríguez, Fabio
1
Halberstadt, Arne
1
Hambur, Jonathan
1
Haque, Qazi
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1
Kanelis, Dimitrios
1
Kitney, Paul
1
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1
Lombardi, Domenico
1
Matthes, Christian
1
Metiu, Norbert
1
Morley, James
1
Prieto, Esteban
1
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CAMA working paper series
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper series / European Central Bank
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37
Discussion paper / Centre for Economic Policy Research
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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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2
The influence of fiscal and monetary policies on the shape of the yield curve
Chang, Yoosoon
;
Gómez-Rodríguez, Fabio
;
Matthes, Christian
-
2023
Persistent link: https://www.econbiz.de/10014517234
Saved in:
3
A structural measure of the shadow federal funds rate
Jones, Callum
;
Kulish, Mariano
;
Morley, James
-
2022
Persistent link: https://www.econbiz.de/10013478697
Saved in:
4
Emotion in euro area monetary policy communication and bond yields : the Draghi era
Kanelis, Dimitrios
;
Siklos, Pierre L.
-
2022
Persistent link: https://www.econbiz.de/10013479245
Saved in:
5
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
Saved in:
6
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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7
A comment on Wu and Xia (2016) from a macroeconomic perspective
Krippner, Leo
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011747433
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8
Government bond yields at the effective lower bound : international evidence
Lombardi, Domenico
;
Siklos, Pierre L.
;
St. Amand, Samantha
-
2017
Persistent link: https://www.econbiz.de/10011747840
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9
Financial factors and monetary policy : determinacy and learnability of equilibrium
Kitney, Paul
-
2016
Persistent link: https://www.econbiz.de/10011756312
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10
Time-varying volatility, financial intermediation and monetary policy
Eickmeier, Sandra
;
Metiu, Norbert
;
Prieto, Esteban
-
2016
Persistent link: https://www.econbiz.de/10011756487
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