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Exchange rate spillover, carry trades, and the COVID-19 pandemic

Mo, Wan-Shin; Yang, J. Jimmy; Chen, Yu-Lun - In: Economic modelling 121 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014384369

Economic policy uncertainty and the yield curve

Leippold, Markus; Matthys, Felix - In: Review of finance : journal of the European Finance … 26 (2022) 4, pp. 751-797

Persistent link: https://www.econbiz.de/10013349374

Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes

Frömmel, Michael - 2005

Persistent link: https://www.econbiz.de/10002977273

Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes

Frömmel, Michael - 2005

der Geldpolitik zusammenfallen. Dagegen zeigt das Beispiel des EWS, dass Bandbreitensysteme über den Einmaleffekt ihrer …

Persistent link: https://www.econbiz.de/10012220829

The effects of conventional and unconventional monetary policy on forecasting the yield curve

Eo, Yunjong; Kang, Kyu Ho - In: Journal of economic dynamics & control 111 (2020), pp. 1-16

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Risks in macroeconomic fundamentals and excess bond returns predictability

De Rezende, Rafael B. - 2015 - February 2015

I provide evidence that risks in macroeconomic fundamentals contain valuable information about bond risk premia. I extract factors from a set of quantile-based risk measures estimated for US macroeconomic variables and document that they account for up to 31% of the variation in excess bond...

Persistent link: https://www.econbiz.de/10010478516