Similar Search Results

What does the behaviour of the bond market and the economy tell us about the operation of UK monetary policy since 1979?

Spencer, Peter D. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003050856

Financial innovation, efficiency, and disequilibrium : problems of monetary management in the United Kingdom 1971-1981

Spencer, Peter D. - 1986

Persistent link: https://www.econbiz.de/10013479874

Unconventional monetary policies and the yield curve : estimating non-affine term structure models with unspanned macro risk by factor extraction

Golinski, Adam; Spencer, Peter D. - In: Review of asset pricing studies : RAPS 14 (2024) 1, pp. 119-152

Persistent link: https://www.econbiz.de/10014527072

Financial innovation, efficiency and disequilibrium : problems of monetary management in the United Kingdom 1971 - 1981

Spencer, Peter D. - 1986

Persistent link: https://www.econbiz.de/10004696848

How to compare Taylor and Calvo contracts : a comment on Michael Kiley

Dixon, Huw (contributor); Kara, Engin (contributor) - 2005

Persistent link: https://www.econbiz.de/10002689056

Are non-fundamental equilibria learnable in models of monetary policy?

Honkapohja, Seppo (contributor); Mitra, Kaushik (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001615216

Measuring The Impact of Unconventional Monetary Policies on The Us Banking and Bond Markets At The Lower Bound

Spencer, Peter - 2023

The effects of credit and monetary policy shocks at the lower bound are analysed using a shadow rate term structure model of the Euro-Dollar interest rate futures and Treasury bond markets. This model uses three factors that are common to both markets and two spread factors that capture the term...

Persistent link: https://www.econbiz.de/10014254853