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The low frequency effects of macroeconomic news on government bond yields
Altavilla, Carlo; Giannone, Domenico; Modugno, Michele - 2014
Persistent link: https://www.econbiz.de/10010434072
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International yield spillovers
Kim, Don H.; Ochoa, Marcelo - 2020
Persistent link: https://www.econbiz.de/10012437922
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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
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Private money creation with safe assets and term premia
Infante, Sebastian - 2017
Persistent link: https://www.econbiz.de/10011709243
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Monetary policy and the information content of the yield spread
Feroli, Michael - 2004
Persistent link: https://www.econbiz.de/10002188394
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Measuring equilibrium real interest rates : what can we learn from Yields on indexed bonds?
Bomfim, Antúlio N. - 2001
Persistent link: https://www.econbiz.de/10001637842
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Monetary policy and the yield curve
Bomfim, Antúlio N. - 2003
Persistent link: https://www.econbiz.de/10001759417
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Jumps in bond yields at known times
Kim, Don H.; Wright, Jonathan H. - 2014
Persistent link: https://www.econbiz.de/10011286165
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The TIPS yield curve and inflation compensation
Gürkaynak, Refet S.; Sack, Brian; Wright, Jonathan H. - 2008
Persistent link: https://www.econbiz.de/10003828815
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Machine learning, the Treasury yield curve and recession forecasting
Puglia, Michael; Tucker, Adam - 2019
Persistent link: https://www.econbiz.de/10012388624