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German bond yields and debt supply : is there a "bund premium"?
Paret, Anne-Charlotte; Weber, Anke - 2019
, which is more pronounced for higher maturities and when risk aversion proxied by bond market volatility is high. Going …
Persistent link: https://www.econbiz.de/10012154614
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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 …, in particular, can be difficult because many foreign bond markets, including those in Germany, are closed at the time of …
Persistent link: https://www.econbiz.de/10011859194
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Macro variables, term structure of interest rates, and exchange rates
Dong, Sen - 2006
Persistent link: https://www.econbiz.de/10009273659
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Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru; Takahashi, Koji - 2021
Persistent link: https://www.econbiz.de/10012798223
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German Mittelstand bonds : yield spreads and liquidity
Utz, Sebastian; Weber, Martina; Wimmer, Maximilian - In: Journal of business economics : JBE 86 (2016) 1/2, pp. 103-129
Persistent link: https://www.econbiz.de/10011666880
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Exchange rates and long-term bonds
Alexius, Annika; Sellin, Peter - In: The Scandinavian journal of economics 114 (2012) 3, pp. 974-990
Persistent link: https://www.econbiz.de/10009714110
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Zinsswaps und ausfallriskante Anleihen in Deutschland
Metzner, Günther - 2001
Persistent link: https://www.econbiz.de/10001615568
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German Bond Yields and Debt Supply : Is There a 'Bund Premium'?
Paret, Anne-Charlotte - 2019
, which is more pronounced for higher maturities and when risk aversion proxied by bond market volatility is high. Going …
Persistent link: https://www.econbiz.de/10012858387
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Monetary policy with flexible exchange rates and forward interest rates as indicators
Svensson, Lars E. O. - In: Cahiers économiques et monétaires (1994), pp. 305-332
Persistent link: https://www.econbiz.de/10001332136
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McCallum rules, exchange rates, and the term structure of interest rates
Díez de los Ríos, Antonio (contributor) - 2008
McCallum (1994a) proposes a monetary rule where policymakers have some tendency to resist rapid changes in exchange rates to explain the forward premium puzzle. We estimate this monetary policy reaction function within the framework of an affine term structure model to find that, contrary to...
Persistent link: https://www.econbiz.de/10003775749