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Volatility transmission along the money market yield curve
Ayuso, Juan; Haldane, Andrew G.; Restoy, Fernando - 1994
Persistent link: https://www.econbiz.de/10000883633
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Exchange rate returns, "news", and risk premia
Koedijk, Kees; Wolff, Christiaan Cornelis Petrus - In: Economics letters 50 (1996) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10001194154
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Transmission of volatility of money market overnight repo rate along the Yield Curve in Pakistan
Mahmood, Asif - 2015
Persistent link: https://www.econbiz.de/10011419532
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A yield-macro model for actuarial use in the United Kingdom
Şahin, Şule; Cairns, Andrew; Kleinow, Torsten; … - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 2, pp. 320-350
Persistent link: https://www.econbiz.de/10010422163
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The local supply channel of QE : evidence from the Bank of England’s gilt purchases
Froemel, Maren; Joyce, Michael A. S.; Kaminska, Iryna - 2022
Persistent link: https://www.econbiz.de/10013285013
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Preferred habitat investors in the UK government bond market
Giese, Julia; Joyce, Michael A. S.; Meaning, Jack; … - 2021
Persistent link: https://www.econbiz.de/10012795153
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Forecasting the yield curve with macroeconomic information : evidence from European markets
Maldonado, Isabel; Pinho, Carlos; Rodríguez de Prado, … - In: International journal of banking, accounting and … 12 (2021) 2, pp. 177-200
Persistent link: https://www.econbiz.de/10012505149
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Pricing the Bund term structure with linear regressions : without an observable short rate
Speck, Christian - 2023
Affine term structure models of bond yields are important tools for analyzing fixed income markets and monetary policy. Estimators of Adrian, Crump, and Mönch (2013) and Diez de Los Rios (2015) replace time-consuming nonlinear search procedures with a set of simple linear regressions. However,...
Persistent link: https://www.econbiz.de/10014320252
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Five weeks in the life of the pound interest rates, expectations and sterling's exit from the ERM
Robertson, Donald; Symons, James S. V. - 1993
Persistent link: https://www.econbiz.de/10000859087
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Zinsniveau und Zinsstruktur in Österreich : Studie des Österreichischen Instituts für Wirtschaftsforschung
Brandner, Peter; Jäger, Albert - 1992
Persistent link: https://www.econbiz.de/10000861398