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Do stock market trading activities forecast recessions?

Chatterjee, Ujjal K. - In: Economic modelling 59 (2016), pp. 370-386

Persistent link: https://www.econbiz.de/10011647870

The slope of the term structure and recessions : evidence from the UK, 1822-2016

Goodhart, Charles A. E.; Mills, Terence C.; Capie, Forrest - 2019

Persistent link: https://www.econbiz.de/10012102216

What drives long-term interest rates? : evidence from the entire Swiss franc history 1852-2020

Hauzenberger, Niko; Kaufmann, Daniel; Stuart, Rebecca; … - 2022

We study domestic and international drivers of long-term interest rates using newly compiled financial market data for Switzerland starting in 1852. We use a time-varying parameter vector autoregressive model to estimate long-term trends in nominal interest rates, exchange rate growth, and...

Persistent link: https://www.econbiz.de/10013175583

Monetary policy with flexible exchange rates and forward interest rates as indicators

Svensson, Lars E. O. - In: Cahiers économiques et monétaires (1994), pp. 305-332

Persistent link: https://www.econbiz.de/10001332136

Monetary policy vs. foreign exchange rate : a statistical analysis

Yu, Tyler T.; Zhang, Miranda M. - In: International business and economics research journal 5 (2006) 11, pp. 19-23

Persistent link: https://www.econbiz.de/10003421651

Statements of ECB officials and their effect on the level and volatility of the Euro-Dollar exchange rate

Jansen, David-Jan; Haan, Jakob de - 2003

This paper studies the reaction of the mean and volatility of the euro-dollar exchange rate to statements of ECB … officials during the first years of EMU. We focus on statements on monetary policy and the (potential) strength of the euro. We …. In some cases there are effects of statements on the level of the euro-dollar rate. Efforts to talk up the euro have not …

Persistent link: https://www.econbiz.de/10011507830