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Negative interest rate policy and the influence of macroeconomic news on yields
Fatum, Rasmus; Hara, Naoko; Yamamoto, Yohei - 2019
Persistent link: https://www.econbiz.de/10013448677
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Negative interest rate policy and the influence of macroeconomic news on yields
Fatum, Rasmus; Hara, Naoko; Yamamoto, Yohei - 2019
Persistent link: https://www.econbiz.de/10013448712
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The effects of asset purchases and normalization of US monetary policy
Hara, Naoko; Miyao, Ryuzo; Okimoto, Tatsuyoshi - 2019
Persistent link: https://www.econbiz.de/10013454016
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Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei; Hara, Naoko - In: Journal of applied econometrics 37 (2022) 4, pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
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Epidemics and macroeconomic dynamics
Hamano, Masashige; Katayama, Munechika - 2021 - First draft: July 21, 2021
Persistent link: https://www.econbiz.de/10013447973
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Bank of Japan’s quantitative and credit easing : are they now more effective?
Berkmen, S. Pelin - 2012
Persistent link: https://www.econbiz.de/10009424688
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Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields
Fatum, Rasmus - 2020
We consider the influence of domestic and U.S. macroeconomic news surprises on daily bond yields over the January 1999 to January 2018 period for four advanced Negative Interest Rate Policy (NIRP) economies – Germany, Japan, Sweden and Switzerland. Our results suggest that the influence...
Persistent link: https://www.econbiz.de/10012849623