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Forward guidance and asset prices
Akkaya, Yıldız; Gürkaynak, Refet S.; Kısacıkoğlu, … - 2015
Persistent link: https://www.econbiz.de/10011375957
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The excess sensitivity of long-term interest rates and central bank credibility
Park, Kwangyong - 2020
Persistent link: https://www.econbiz.de/10012548641
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Post-FOMC announcement drift in U.S. bond markets
Brooks, Jordan; Katz, Michael; Lustig, Hanno - 2018
Persistent link: https://www.econbiz.de/10011925158
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Central bank target rates and term structure of interest rates : a study of six Asia-Pacific countries
Rai, Anoop; Seth, Rama; White, Nancy A. - In: IIMB management review 31 (2019) 3, pp. 223-237
Persistent link: https://www.econbiz.de/10012131766
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Unconventional monetary policy and the interest rate channel: signalling and portfolio rebalancing
Loyd, Simon P. - 2017
Persistent link: https://www.econbiz.de/10012423778
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Post-FOMC announcement drift in U.S. bond markets
Brooks, Jordan; Katz, Michael; Lustig, Hanno - 2018
The sensitivity of long-term rates to short-term rates represents a puzzle for standard macro-finance models. Post-FOMC announcement drift in Treasury markets after Federal Funds target changes contributes to the excess sensitivity of long rates. A model in which some investors slowly adjust...
Persistent link: https://www.econbiz.de/10011976283
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Agreement matters : OPEC announcement effects on WTI term structure
Spencer, Simon; Bredin, Donal - In: Energy economics 80 (2019), pp. 589-609
Persistent link: https://www.econbiz.de/10012173695