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The high-frequency impact of news on long-term yields and forward rates : is it real?
Beechey, Meredith Jane; Wright, Jonathan H. - In: Journal of monetary economics 56 (2009) 4, pp. 535-544
Persistent link: https://www.econbiz.de/10003850593
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A structural decomposition of the US yield curve
De Graeve, Ferre; Emiris, Marina; Wouters, Rafael - In: Journal of monetary economics 56 (2009) 4, pp. 545-559
Persistent link: https://www.econbiz.de/10003850597
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How well do experts predict interbank loan rates and spreads?
Baghestani, Hamid - In: Economics letters 109 (2010) 1, pp. 4-6
Persistent link: https://www.econbiz.de/10008806714
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Real exchange rates and real interest differentials for sectoral data : a dynamic SUR approach
Kim, Jaebeom - In: Economics letters 97 (2007) 3, pp. 247-252
Persistent link: https://www.econbiz.de/10003575586
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Taylor rules and the term structure
Favero, Carlo A. - In: Journal of monetary economics 53 (2006) 7, pp. 1377-1393
Persistent link: https://www.econbiz.de/10003381901
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Euler equations and money market interest rates : a challenge for monetary policy models
Canzoneri, Matthew B.; Cumby, Robert; Diba, Behzad - In: Journal of monetary economics 54 (2007) 7, pp. 1863-1881
Persistent link: https://www.econbiz.de/10003557061
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The term structure of policy rules
Smith, Josephine M.; Taylor, John B. - In: Journal of monetary economics 56 (2009) 9, pp. 907-917
Persistent link: https://www.econbiz.de/10003924193
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Inflation ambiguity and the term structure of US Government bonds
Ulrich, Maxim - In: Journal of monetary economics 60 (2013) 2, pp. 255-274
Persistent link: https://www.econbiz.de/10009745137
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Economic policy uncertainty, financial markets and probability of US recessions
Karnizova, Lilia; Li, Jiaxiong - In: Economics letters 125 (2014) 2, pp. 261-265
Persistent link: https://www.econbiz.de/10010505323
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Forecasting with the yield curve; level, slope, and output 1875 - 1997
Bordo, Michael D.; Haubrich, Joseph Gerard - In: Economics letters 99 (2008) 1, pp. 48-50
Persistent link: https://www.econbiz.de/10003723216