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US monetary policy and international bond markets

Gilchrist, Simon; Yue, Vivian Z.; Zakrajšek, Egon - 2018

This paper uses high-frequency data to analyze the effects of US monetary policy--during the conventional and unconventional policy regimes--on foreign government bonds markets in advanced and emerging market economies. The results indicate that an expansionary US monetary policy steepens the...

Persistent link: https://www.econbiz.de/10011927015

Term structure estimation with survey data on interest rate forecasts

Kim, Don H.; Orphanides, Athanasios - 2005

Persistent link: https://www.econbiz.de/10003159187

A closer look at the sensitivity puzzle : the sensitivity of expected future short rates and term premia to macroeconomic news

Beechey, Meredith Jane - 2007

Persistent link: https://www.econbiz.de/10003454677

Evolving macroeconomic perceptions and the term structure of interest rates

Orphanides, Athanasios; Wei, Min - 2010

Persistent link: https://www.econbiz.de/10003932770

Tips from TIPS : the informational content of Treasury inflation-protected security prices

D'Amico, Stefania; Kim, Don H.; Wei, Min - 2010

Persistent link: https://www.econbiz.de/10003989903

An estimate of the inflation risk premium using a three-factor affine term structure model

Durham, J. Benson - 2006

Persistent link: https://www.econbiz.de/10003393524

Expectations about the Federal Reserve's balance sheet and the term structure of interest rates

Ihrig, Jane; Klee, Elizabeth; Li, Canlin; Schulte, Brett; … - 2012

Persistent link: https://www.econbiz.de/10009659853

Monetary policy statements, treasury yields, and private yields : before and after the zero lower bound

Kiley, Michael T. - 2013

Persistent link: https://www.econbiz.de/10010424567

Yield curve impacts of forward guidance and maturity extension programs

Huther, Jeff W.; Seligman, Jason S. - 2013

Persistent link: https://www.econbiz.de/10010431706

Monetary policy and real borrowing costs at the zero lower bound

Gilchrist, Simon; López-Salido, José David; … - 2013

Persistent link: https://www.econbiz.de/10010432453

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