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Long-term interest rate spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2016
long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR … variance decompositions with high frequency data. Our results reveal that sovereign bond yields in Emerging Asia responded …
Persistent link: https://www.econbiz.de/10011582282
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Long-term interest rate spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2016
long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR … variance decompositions with high frequency data. Our results reveal that sovereign bond yields in Emerging Asia responded …
Persistent link: https://www.econbiz.de/10011566825
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Bond yield spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2017
long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR … variance decompositions with high frequency data. Our results reveal that sovereign bond yields in Emerging Asia responded …
Persistent link: https://www.econbiz.de/10012111229
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Bond yield spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2017
long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR … variance decompositions with high frequency data. Our results reveal that sovereign bond yields in Emerging Asia responded …
Persistent link: https://www.econbiz.de/10011691545
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Bond yield spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - In: Pacific economic review 23 (2018) 1, pp. 109-126
Persistent link: https://www.econbiz.de/10011969577
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Long-term interest rate spillovers from major developed economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2017
influenced long-term government bond yields in emerging Asia. To gauge long-term interest spillover effects, the paper uses … emerging Asia responded significantly to changes to the United States and Eurozone bond yields, although the magnitudes were …
Persistent link: https://www.econbiz.de/10011635580
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Monetary Policy, Global Liquidity and Commodity Price Dynamics
Belke, Ansgar; Bordon, Ingo G.; Hendricks, Torben W. - 2010
useful information about variables such as commodity prices which matter for aggregate demand and thus inflation. Given this …
Persistent link: https://www.econbiz.de/10010269974
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Monetary policy, global liquidity and commodity price dynamics
Belke, Ansgar; Bordon, Ingo G.; Hendricks, Torben W. - 2010
useful information about variables such as commodity prices which matter for aggregate demand and thus inflation. Given this …
Persistent link: https://www.econbiz.de/10010271369
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Beyond Balassa and Samuelson : real convergence, capital flows, and competitiveness in Greece
Belke, Ansgar; Haskamp, Ulrich; Schnabl, Gunther; … - 2015
We scrutinize the role of capital flows for competitiveness in seven euro-area countries in the context of real convergence and crisis with a specific focus on Greece. The paper extends the seminal Balassa-Samuelson model to include international capital markets. Capital flows are assumed to be...
Persistent link: https://www.econbiz.de/10011350203
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Beyond Balassa and Samuelson : real convergence, capital flows, and competitiveness in Greece
Belke, Ansgar; Haskamp, Ulrich; Schnabl, Gunther; … - 2015
We scrutinize the role of capital flows in competitiveness in a set of seven euroarea member countries (Estonia, Greece, Latvia, Lithuania, Portugal, Slovenia, and the Slovak Republic) in the context of real convergence and crisis. A specific focus is on Greece. The paper extends the seminal...
Persistent link: https://www.econbiz.de/10011373258