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Cointegration of "MIBOR" with rupee-dollar and rupee-yen exchange rates : estimating volatility spill-overs and asymmetry
Shukla, Upendra Nath; Tandon, Neelam; Tandon, Deepak; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 6, pp. 691-711
Persistent link: https://www.econbiz.de/10014230070
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Volatility of interest rates in the euro area
Cassola, Nuno; Morana, Claudio - 2003
This paper estimates the factors underlying the volatility of the euro overnight interest rate and its transmission along the euro area money market yield curve. A new multivariate unobserved components model is proposed allowing for both long-memory and stationary cyclical dynamics. Using...
Persistent link: https://www.econbiz.de/10009635972
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Stationary disequilibrium error processes in the Danish money market : an application of ML cointegration
Jusélius, Katarina - 1989
Persistent link: https://www.econbiz.de/10000768991
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The money market sensitivity on the stock market returns in Malaysia : a long-run and causality analysis
Mahmood, Wan Mansor Wan; Mubin, Norhayati Ayu Bt Abdul; … - 2007
Persistent link: https://www.econbiz.de/10003753545
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Money, income and inflation in equilibrium : the case of Greece
Karpetis, Christos - In: International advances in economic research : IAER ; an … 14 (2008) 2, pp. 205-214
Persistent link: https://www.econbiz.de/10003788367
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Monetary policy and dividend growth in Germany : long-run structural modelling versus bounds testing approach
Belke, Ansgar; Polleit, Thorsten - In: Applied economics 38 (2006) 12, pp. 1409-1423
Persistent link: https://www.econbiz.de/10003351436
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The liquidity premium in the money market : a comparison of the German mark period and the euro area
Durré, Alain - In: German economic review 7 (2006) 2, pp. 163-187
Persistent link: https://www.econbiz.de/10003312916
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Natural rate doubts
Beyer, Andreas; Farmer, Roger E. A. - In: Journal of economic dynamics & control 31 (2007) 3, pp. 797-825
Persistent link: https://www.econbiz.de/10003421622
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Volatility of interest rates in the euro area : evidence from high frequency data
Cassola, Nuno; Morana, Claudio - In: The European journal of finance 12 (2006) 6/7, pp. 513-528
Persistent link: https://www.econbiz.de/10003382823
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(How) do stock market returns react to monetary policy? : an ARDL cointegration analysis for Germany
Belke, Ansgar; Polleit, Thorsten - In: Kredit und Kapital 39 (2006) 3, pp. 335-365
Persistent link: https://www.econbiz.de/10003383126