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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
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 … Staatsanleiherenditen in asiatischen Schwellenländern deutlich auf die Veränderungen der Anleiherenditen der USA und der Eurozone reagierten …
Persistent link: https://www.econbiz.de/10011566825
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
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
Persistent link: https://www.econbiz.de/10011969577
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
Persistent link: https://www.econbiz.de/10001712227
Persistent link: https://www.econbiz.de/10001894877
Persistent link: https://www.econbiz.de/10001780964
We assess differences that emerge in Taylor rule estimations for the Fed and the ECB before and after the start of the subprime crisis. For this purpose, we apply an explicit estimate of the equilibrium real interest rate and of potential output in order to account for variations within these...
Persistent link: https://www.econbiz.de/10003931051