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Excessive variation in risk-factor correlations and volatilities
Bali, Turan G.; Genberg, Hans; Neftci, Salih N. - In: The journal of futures markets 22 (2002) 12, pp. 1119-1146
Persistent link: https://www.econbiz.de/10001713588
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An arbitrage-free model of the yield gap
Spencer, Peter D. - In: The Manchester School 67 (1999) Suppl, pp. 116-133
Persistent link: https://www.econbiz.de/10001413122
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Endogenous monetary policy shifts and the term structure : evidence from Japanese government bond yields
Koeda, Junko - In: Journal of the Japanese and international economies : … 29 (2013), pp. 170-188
Persistent link: https://www.econbiz.de/10010200527
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Further empirical test of the proxy-effect hypothesis : some international evidence
Lee, Unro - In: Journal of international financial markets, … 6 (1996) 2/3, pp. 35-46
Persistent link: https://www.econbiz.de/10001508201
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Central bank accountability and transparency : theory and some evidence
Eijffinger, Sylvester C. W.; Hoeberichts, Marco - 2000
Geldpolitik und die Frage, wer die endgültige Verantwortung für die Geldpolitik trägt. Das Papier zeigt auf, dass die …
Persistent link: https://www.econbiz.de/10011418852
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Policy mix and debt sustainability : evidence from fiscal policy rules
Claeys, Peter - In: Empirica : journal of european economics 33 (2006) 2/3, pp. 89-112
Persistent link: https://www.econbiz.de/10003378329
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Fiscal policy switching in Japan, the US, and the UK
Ito, Arata; Watanabe, Tsutomu; Tomoyoshi, Yabu - 2011
Persistent link: https://www.econbiz.de/10008841622
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Fiscal policy switching in Japan, the US, and the UK
Ito, Arata; Watanabe, Tsutomu; Tomoyoshi, Yabu - In: Journal of the Japanese and international economies : … 25 (2011) 4, pp. 380-413
Persistent link: https://www.econbiz.de/10009425814
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Policy mix and debt sustainability : evidence from fiscal policy rules
Claeys, Peter - 2004
Persistent link: https://www.econbiz.de/10002782066
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Policy mix and debt sustainability : evidence from fiscal policy rules
Claeys, Peter (contributor) - 2005
This paper characterises rules-based fiscal policy setting. Basically, we translate a standard monetary policy rule into a simple fiscal policy rule. We then infer on fiscal policymakers' reaction coefficients by testing the rule with GMM. Interaction is also tested directly by the inclusion of...
Persistent link: https://www.econbiz.de/10002578199