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Financial stability, wealth effects and optimal macroeconomic policy combination in the United Kingdom : a new-Keynesian dynamic stochastic general equilibrium framework

Nasir, Muhammad Ali; Yago, Milton; Soliman, Alaa M.; … - In: Cogent economics & finance 4 (2016) 1, pp. 1-25

This study derives an optimal macroeconomic policy combination for financial sector stability in the United Kingdom by employing a New Keynesian Dynamic Stochastic General Equilibrium (NK-DSGE) framework. The empirical results obtained show that disciplined fiscal and accommodative monetary...

Persistent link: https://www.econbiz.de/10011450563

Term structure analysis with big data : one-step estimation using bond prices

Andreasen, Martin Møller; Christensen, Jens H. E.; … - In: Journal of econometrics 212 (2019) 1, pp. 26-46

Persistent link: https://www.econbiz.de/10012303862

Extrapolating long-maturity bond yields for financial risk measurement

Christensen, Jens H. E.; López, José A.; Mussche, Paul L. - In: Management science : journal of the Institute for … 68 (2022) 11, pp. 8286-8300

Persistent link: https://www.econbiz.de/10014280151

Macroeconomic policies interaction & the symmetry of financial markets' responses

Nasir, Muhammad Ali; Soliman, Alaa M.; Yago, Milton; … - In: Journal of central banking theory and practice 5 (2016) 1, pp. 53-69

Persistent link: https://www.econbiz.de/10011477393

Institutional design, macroeconomic policy coordination and implications for the financial sector in the UK

Nasir, Muhammad Ali; Yagob, Milton; Solimanc, Alaa; … - In: Journal of central banking theory and practice 6 (2017) 3, pp. 95-126

Persistent link: https://www.econbiz.de/10011774915

The TIPS liquidity premium

Andreasen, Martin Møller; Christensen, Jens H. E.; … - In: Review of finance : journal of the European Finance … 25 (2021) 6, pp. 1639-1675

Persistent link: https://www.econbiz.de/10012694409

Integration of financial markets in post Global Financial Crises and implications for British financial sector : analysis based on a panel VAR model

Nasir, Muhammad Ali; Du, Min - In: Journal of quantitative economics 16 (2018) 2, pp. 363-388

Persistent link: https://www.econbiz.de/10012418489

Is there an on-the-run premium in TIPS?

Christensen, Jens H. E.; López, José A.; Shultz, … - In: The quarterly journal of finance 10 (2020) 2, pp. 1-42

Persistent link: https://www.econbiz.de/10012423565

Bond flows and liquidity : do foreigners matter?

Christensen, Jens H. E.; Fischer, Eric; Shultz, Patrick J. - In: Journal of international money and finance 117 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10013284870