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Is there an appropriate monetary policy framework to achieve a more equitable income distribution or do central bank mandates really matter? : interest-rate rules versus a full-emp...

Seccareccia, Mario; Matamoros Romero, Guillermo - In: Journal of economic issues 56 (2022) 2, pp. 498-507

Persistent link: https://www.econbiz.de/10013539137

Let the market speak: using interest rates to identify the Fed information effect

Zhu, Linyan - 2023 - Revised: February 20, 2023

Persistent link: https://www.econbiz.de/10014381619

Money market rate stabilization systems over the last 20 years : the role of the minimum reserve requirement

Ceccacci, Patrizia; Mazzetta, Barbara; Nobili, Stefano; … - 2024

Persistent link: https://www.econbiz.de/10014483667

Euro interest rate swap yields : a GARCH analysis

Akram, Tanweer; Mamun, Khawaja Abdullah al - 2023

This paper models the month-over-month change in euro-denominated (EUR) long-term interest rate swap yields. It shows that the change in the short-term interest rate has an economically and statistically significant effect on the change in EUR swap yields of different maturity tenors, after...

Persistent link: https://www.econbiz.de/10014438498

Euro interest rate swap yields : some ARDL models by Tanweer Akram, Khawaja Mamun

Akram, Tanweer; Mamun, Khawaja Abdullah al - 2024

This paper examines the dynamics of euro-denominated (EUR) long-term interest rate swap yields. It shows that the short-term interest rate has an economically and statistically significant effect on EUR swap yields of different maturity tenors, after controlling for various key macroeconomic...

Persistent link: https://www.econbiz.de/10014531240