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Yield curve dynamics and spillovers in Central and Eastern European countries
Hoffmaister, Alexander W.; Roldós, Jorge E.; Tuladhar, … - 2010
Persistent link: https://www.econbiz.de/10003963460
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Spillovers from the European Central Bank's asset purchases to countries in Central and Eastern Europe
Antal, Mark; Kaszab, Lorant - In: Economic modelling 113 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013349300
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Yield Curve Dynamics and Spillovers in Central and Eastern European Countries
Hoffmaister, Alexander W. - 2010
This paper applies the models used to study yield curve dynamics and spillovers in the U.S. and other countries to … Nelson-Siegel representation of the yield curve, the paper finds that the two-way relationship between macroeconomic and … the levels of the yield curves, while the curves slopes are more driven by idiosyncratic factors. Shifts in the euro yield …
Persistent link: https://www.econbiz.de/10014402803
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The asymmetric and persistent effects of Fed policy on global bond yields
Adrian, Tobias; Gelos, Gaston; Lamersdorf, Nora; … - 2024
Persistent link: https://www.econbiz.de/10014634967
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Determinants of sovereign bond yields in emerging economies : some panel inferences
Sri Hari Naidu. A; Goyari, Phanindra; Kamaiah, Bandi - In: Theoretical and applied economics : GAER review 23 (2016) 3, pp. 101-118
Persistent link: https://www.econbiz.de/10011564547
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Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
Antonakakis, Nikolaos; Vergos, Konstantinos - In: Journal of international financial markets, … 26 (2013), pp. 258-272
Persistent link: https://www.econbiz.de/10010234872
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Sovereign Bond Yield Spreads Spillovers in the EMU
Afonso, António - 2018
We study the sovereign bond market co-movements and spillovers within 10 EMU countries, the so-called “periphery” and “core” countries, during the period 1999:01 to 2016:07. Implementing Generalized Methods of Moments (GMM) within a panel setting and bivariate VAR analysis, we find that...
Persistent link: https://www.econbiz.de/10012909077
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Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis
Antonakakis, Nikolaos - 2014
In this paper we examine sovereign bond yield spread (BYS) spillovers between Euro zone countries during a turbulent …
Persistent link: https://www.econbiz.de/10013058578
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Sovereign bond yield spreads spillovers in the Economic and Monetary Union
Afonso, António; Kazemi, Mina - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2615-2626
Persistent link: https://www.econbiz.de/10013184914
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On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David; Subramaniam, Sowmya; Gupta, Rangan - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 473-488
Persistent link: https://www.econbiz.de/10012814607