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Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? : yes and no!
Hambur, Jonathan; Haque, Qazi - 2023
Persistent link: https://www.econbiz.de/10014317984
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Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? : yes and no!
Hambur, Jonathan; Haque, Qazi - 2023
Persistent link: https://www.econbiz.de/10014308971
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Credit risk and the transmission of interest rate shocks
Palazzo, Berardino; Yamarthy, Ram - In: Journal of monetary economics 130 (2022), pp. 120-136
Persistent link: https://www.econbiz.de/10013396267
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Measuring market expectations
Baumeister, Christiane - 2021
Persistent link: https://www.econbiz.de/10012613628
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Does monetary policy affect the long-run expectations of non-stationary real interest rates?
Kim, Yun-Yeong - In: Applied economics 50 (2018) 12, pp. 1342-1361
Persistent link: https://www.econbiz.de/10011848373
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Estimating the OIS term premium with analyst expectation surveys
Barahona, Ricardo; Rodríguez-Moreno, María - 2024
Persistent link: https://www.econbiz.de/10014632124
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Essays on monetary and international macroeconomics
Traczyk, Adam - 2011
Persistent link: https://www.econbiz.de/10009229846
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A monetary policy asset pricing model
Caballero, Ricardo J.; Simsek, Alp - 2023
Persistent link: https://www.econbiz.de/10014331559
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(Un)expected monetary policy shocks and term premia
Kliem, Martin; Meyer-Gohde, Alexander - In: Journal of applied econometrics 37 (2022) 3, pp. 477-499
Persistent link: https://www.econbiz.de/10013186692
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Modelling yields at the lower bound through regime shifts
Hördahl, Peter; Tristani, Oreste - 2019
Persistent link: https://www.econbiz.de/10012131114