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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

Negative interest rate policy and the influence of macroeconomic news on yields

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Persistent link: https://www.econbiz.de/10013448712

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Optimal monetary policy when interest rates are bounded at zero

Kato, Ryo; Nishiyama, Shin-Ichi - In: Journal of economic dynamics & control 29 (2005) 1/2, pp. 97-133

Persistent link: https://www.econbiz.de/10002590176

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 â€“ Germany, Japan, Sweden and Switzerland. Our results suggest that the influence...

Persistent link: https://www.econbiz.de/10012849623

Mission incomplete : reflating Japan's economy

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Optimal monetary policy when interest rates are bounded at zero

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Persistent link: https://www.econbiz.de/10003629800