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~subject:"Monetary policy"
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How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions?
Fong, Tom
;
Hui, Ceara
;
Wong, Alfred Y.
-
2015
Persistent link: https://www.econbiz.de/10011384149
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2
Interpreting survey-based federal funds rate forecasts : how accurate are they in reflecting market expectations?
Kwong, Max
;
Leung, David
;
Wong, Alfred Y.
;
Zhang, Jiayue
- In:
International journal of monetary economics and finance …
13
(
2020
)
1
,
pp. 68-88
Persistent link: https://www.econbiz.de/10012177973
Saved in:
3
Sensitivity of emerging market bond fund flows to US monetary stance and global risk aversion
Leung, David
;
Zhang, Jiayue
;
Wong, Alfred Y.
- In:
The empirical economics letters : a monthly …
18
(
2019
)
9
,
pp. 969-979
Persistent link: https://www.econbiz.de/10012318528
Saved in:
4
The inter-bank market : implications for Central Bank policy
Grimes, Arthur L.
-
1992
Persistent link: https://www.econbiz.de/10000919283
Saved in:
5
Monetary policy
Grimes, Arthur L.
- In:
A study of economic reform : the case of New Zealand
,
(pp. 247-278)
.
1996
Persistent link: https://www.econbiz.de/10001319299
Saved in:
6
Monetary policy and economic imbalances : an ethnographic examination of central bank rituals
Grimes, Arthur L.
- In:
Journal of economic surveys
27
(
2013
)
4
,
pp. 634-640
Persistent link: https://www.econbiz.de/10009776202
Saved in:
7
The role of the exchange rate in New Zealand monetary policy
Grimes, Arthur L.
;
Wong, Jason
-
1992
Persistent link: https://www.econbiz.de/10000855551
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8
Discount policy and bank liquidity implications for the Modigliani-Miller and quantity theories
Grimes, Arthur L.
-
1992
Persistent link: https://www.econbiz.de/10000913072
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9
The role of the exchange rate in New Zealand monetary policy
Grimes, Arthur L.
;
Wong, Jason
-
1992
Persistent link: https://www.econbiz.de/10000913078
Saved in:
10
How Might Sovereign Bond Yields in Asia Pacific React to US Monetary Normalisation Under Turbulent Market Conditions?
Fong, Tom
-
2015
This paper examines the potential impact of US monetary normalisation on sovereign bond yields in Asia Pacific. We apply the quantile vector autoregressive model with principal component analysis to the assessment of tail risk of sovereign debt, which may not be detectable using traditional...
Persistent link: https://www.econbiz.de/10013022848
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