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The impact of the 2004 reform of the operational framework of the ECB : structural GARCH evidence
Zagaglia, Paolo; Marzo, Massimilano - In: Journal of finance and investment analysis 2 (2013) 1, pp. 85-100
We investigate the money-market impact of the reform of the operational framework of the European Central Bank that took place in March 2004. We estimate a structural bivariate GARCH model with the overnight rate and 1-year swap rate, where identifying restrictions are imposed on the conditional...
Persistent link: https://www.econbiz.de/10009746042
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Money market equilibrium in the Czech Republic
Juriová, Jana - In: Prague economic papers : a bimonthly journal of … 25 (2016) 3, pp. 321-334
Persistent link: https://www.econbiz.de/10011535463
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Emerging trends of financial markets integration : evidence from Pakistan
Ahmed, Irfan - In: Journal of Asian finance, economics and business : JAFEB 1 (2014) 1, pp. 15-21
Persistent link: https://www.econbiz.de/10011687641
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Drivers of commercial paper rate spread : an empirical assessment
Priyadarshini, Priyanka; Anshul; Sardar, Srijashree; … - 2024
Persistent link: https://www.econbiz.de/10014487021
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Cointegration of "MIBOR" with rupee-dollar and rupee-yen exchange rates : estimating volatility spill-overs and asymmetry
Shukla, Upendra Nath; Tandon, Neelam; Tandon, Deepak; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 6, pp. 691-711
Persistent link: https://www.econbiz.de/10014230070
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Is there a bank credit channel for monetary policy?
Onliner, Stephen; Rudebusch, Glenn D. - 1993
Persistent link: https://www.econbiz.de/10000884902
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The federal funds rate and the implementation of monetary policy : estimating the Federal Reserve's reaction function
Brunner, Allan D. - 1994
Persistent link: https://www.econbiz.de/10000887405
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Yield spreads and short-term interest rate movements in the Tokyo money market and the actions of the Bank of Japan : November 1993 to March 1996
Cadle, P. J.; Ford, James L.; Kataoka, Yukie - 1998
Persistent link: https://www.econbiz.de/10000168635
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Ein alternativer Indikator der deutschen Geldpolitik : Untersuchung im Rahmen eines VAR-Modells
Jennes, Barbara - 1998
Persistent link: https://www.econbiz.de/10000663259