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Monetary policy surprises and their transmission through term premia and expected interest rates

Kaminska, Iryna; Mumtaz, Haroon; Šustek, Roman - 2021

Persistent link: https://www.econbiz.de/10012694041

Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? : yes and no!

Hambur, Jonathan; Haque, Qazi - 2023

Persistent link: https://www.econbiz.de/10014317984

Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? : yes and no!

Hambur, Jonathan; Haque, Qazi - 2023

Persistent link: https://www.econbiz.de/10014308971

Monetary policy surprises and their transmission through term premia and expected interest rates

Kaminska, Iryna; Mumtaz, Haroon; Šustek, Roman - 2020

Persistent link: https://www.econbiz.de/10012501387

Monetary policy surprises and their transmission through term premia and expected interest rates

Kaminska, Iryna; Mumtaz, Haroon; Šustek, Roman - 2020

for macroeconomic outcomes? Using an affine term structure model, we shed new light on these questions. Estimation is … subject to restrictions addressing an estimation bias in expected interest rates obtained by previous studies. Highfrequency …

Persistent link: https://www.econbiz.de/10012316011

Credit risk and the transmission of interest rate shocks

Palazzo, Berardino; Yamarthy, Ram - In: Journal of monetary economics 130 (2022), pp. 120-136

Persistent link: https://www.econbiz.de/10013396267

The interest rate effects of government bond purchases away from the lower bound

De Rezende, Rafael B. - 2016

I analyze the recent experience of unconventional monetary policy in Sweden to study the interest rate transmission mechanisms of government bond purchases when interest rates are not constrained by a lower bound. Using dynamic term structure models and event study regressions I find that...

Persistent link: https://www.econbiz.de/10011471465