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Measuring monetary policy spillovers between U.S. and German bond yields

Curcuru, Stephanie E.; Pooter, Michiel de; Eckerd, George - 2018

In this paper we estimate the magnitude of spillovers between bond markets in the U.S. and Germany following monetary policy communications by the FOMC and the ECB. The identification of policy-related co-movements following FOMC announcements, in particular, can be difficult because many...

Persistent link: https://www.econbiz.de/10011859194

Does institutional change really matter? : Inflation targets, central bank, central bank reform and interest rate policy in the OECD countries

Muscatelli, V. Anton; Tirelli, Patrizio; Trecroci, Carmine - In: The Manchester School 70 (2002) 4, pp. 487-527

Persistent link: https://www.econbiz.de/10001686408

Does institutional change really matter? : Inflation targets, central bank reform and interest rate policy in the OECD countries

Muscatelli, V. Anton; Tirelli, Patrizio; Trecroci, Carmine - 2000

, especially in the USA and Japan. In contrast with popular wisdom, it is only since the 1990s that policies in these countries …

Persistent link: https://www.econbiz.de/10001477148

Does institutional change really matter? : Inflation targets, central bank reform and interest rate policy in the OECD countries

Muscatelli, V. Anton; Tirelli, Patrizio; Trecroci, Carmine - 1999

Persistent link: https://www.econbiz.de/10001446484

Do term premiums matter? : transmission via exchange rate dynamics

Katagiri, Mitsuru; Takahashi, Koji - 2021

Persistent link: https://www.econbiz.de/10012798223

German bond yields and debt supply : is there a "bund premium"?

Paret, Anne-Charlotte; Weber, Anke - 2019

Are Bunds special? This paper estimates the 'Bund premium' as the difference in convenience yields between other sovereign safe assets and German government bonds adjusted for sovereign credit risk, liquidity and swap market frictions. A higher premium suggests less substitutability of sovereign...