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Poisson-Gaussian processes and the bond market
Das, Sanjiv R. - 1998
Persistent link: https://www.econbiz.de/10000671235
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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 yield, particularly when the Federal Reserve (Fed) implemented the quantitative easing (QE), tapering off, Fed fund rate (FFR) normalization, and quantitative tightening over...
Persistent link: https://www.econbiz.de/10014289870
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Interest rate dynamics, interest rate expectations and the operational framework of central banks
Schmidt, Sandra - 2010
Persistent link: https://www.econbiz.de/10008655878
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Precautionary reserves and the interbank market
Ashcraft, Adam B.; McAndrews, James Joseph; Skeie, David - In: Journal of money, credit and banking : JMCB 43 (2011) 7, pp. 311-348
Persistent link: https://www.econbiz.de/10009349308
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Modelling short-term interest rate spreads in the euro money market
Cassola, Nuno; Morana, Claudio - 2008
several shocks to the spreads (e.g. interest rate expectations, volumes of open market operations, interest rate volatility …
Persistent link: https://www.econbiz.de/10003826033
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The (impossible) repo trinity : the political economy of repo markets
Gabor, Daniela - In: Review of international political economy : RIPE 23 (2016) 6, pp. 967-1000
Persistent link: https://www.econbiz.de/10011706089
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Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets : pre & post crisis
Vukovic, Darko B.; Lapshina, Kseniya A.; Maiti, Moinak - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186510
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The statistical distribution of short-term libor rates under two monetary regimes
Pesaran, Bahram; Robinson, Gary - 1993
Persistent link: https://www.econbiz.de/10000868578
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Too-connected versus too-big-to-fail : banks' network centrality and overnight interest rates
Gabrieli, Silvia - 2012
Persistent link: https://www.econbiz.de/10009663921
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The Libor rate : what does it look like during turmoil times?
Fouquau, Julien; Spieser, Philippe - In: Journal of quantitative economics : official journal of … 12 (2014) 2, pp. 110-120
Persistent link: https://www.econbiz.de/10011504458