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Expectations, bond yields and monetary policy
Chun, Albert Lee (contributor) - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003755654
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Forecasting financial markets and understanding the role of monetary policy
Willner, Marco - 2010
Persistent link: https://www.econbiz.de/10008990760
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Essays on the dynamic interaction of expectations, monetary policy and the term structure of interest rates
Chun, Albert Lee - 2007
Persistent link: https://www.econbiz.de/10009693124
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Expectations, bond yields, and monetary policy
Chun, Albert Lee - In: The review of financial studies 24 (2011) 1, pp. 208-247
Persistent link: https://www.econbiz.de/10008909440
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Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy
Nitschka, Thomas - In: Journal of international money and finance 83 (2018), pp. 44-54
Persistent link: https://www.econbiz.de/10012000302
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Monetary policy and bond risk premia in the US and the UK
Żurowski, Wojciech - 2016
the variation of excess bond risk premia in the sample. Additionally, the factor unveils differences between monetary …
Persistent link: https://www.econbiz.de/10011870652
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Examining US monetary spillover to Indonesian local currency government bonds in volatile periods
Nugraha, Muhammad Fajar - 2023
This study analyzes the magnitude of the US monetary policy spillover on the Indonesian local currency government bond …
Persistent link: https://www.econbiz.de/10014289870
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Exorbitant privilege? : quantitative easing and the bond market subsidy of prospective fallen angels
Acharya, Viral V.; Banerjee, Ryan; Crosignani, Matteo; … - 2022
We document capital misallocation in the U.S. investment-grade (IG) corporate bond market, driven by quantitative … easing (QE). Prospective fallen angels - risky firms just above the IG rating cutoff-enjoyed subsidized bond financing since …
Persistent link: https://www.econbiz.de/10013161890
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Exorbitant privilege? : quantitative easing and the bond market subsidy of prospective fallen angels
Acharya, Viral V.; Banerjee, Ryan; Crosignani, Matteo; … - 2022
Persistent link: https://www.econbiz.de/10012888480
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Financial Risk Management and Climate Change Risk : The Experience in a Central Bank
Scalia, Antonio (ed.) - 2023
Incorporation of Climate Change Risk in the Eurosystem Monetary Policy Framework and the Decarbonisation of the Corporate Bond … -- Chapter 10. Machine Learning, ESG Indicators, and Sustainable Investment -- Chapter 11. The Global Green Bond Market …, S and G variables in equity returns. The authors also discuss the growth of the global green bond market and the …
Persistent link: https://www.econbiz.de/10014368660