Narrow search
Showing 1 - 10 of 19,467
Cover Image
Assessing the spillover effects of U.S. monetary policy normalization on Nigeria sovereign bond yield
Tule, Kpughur Moses; Odonye, Osana Jackson; Afangideh, … - In: Financial innovation : FIN 5 (2019) 32, pp. 1-16
This study examines the spillover effects of U.S. monetary policy normalization on Nigeria 10-Year Treasury bond yield … exchange rate and inflation, rather than the U.S. 10-Year sovereign bond yield, are the key drivers of Nigeria 10-Year bond …
Persistent link: https://www.econbiz.de/10012267086
Cover Image
Money, credit, monetary policy, and the business cycle in the euro area : what has changed since the crisis?
Giannone, Domenico; Lenza, Michele; Reichlin, Lucrezia - 2019
This paper studies the relationship between the business cycle and financial intermediation in the euro area. We establish stylized facts and study their stability during the global financial crisis and the European sovereign debt crisis. Long-term interest rates have been exceptionally high and...
Persistent link: https://www.econbiz.de/10012000041
Cover Image
Money, credit, monetary policy and the business cycle in the euro area : what has changed since the crisis?
Giannone, Domenico; Lenza, Michele; Reichlin, Lucrezia - 2019
This paper studies the relationship between the business cycle and financial intermediation in the euro area. We establish stylized facts and study their stability during the global financial crisis and the European sovereign debt crisis. Long-term interest rates have been exceptionally high and...
Persistent link: https://www.econbiz.de/10011959310
Cover Image
Cross-border liquidity, relationships and monetary policy : evidence from the Euro area interbank crisis
Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - 2014 - This version: November 2014
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on the compositional supply effects through cross-border and relationship lending. For empirical identification, we draw on the proprietary bank-to-bank European interbank dataset...
Persistent link: https://www.econbiz.de/10010471858
Cover Image
The Contribution of US Bond Demand to the US Bond Yield Conundrum of 2004 to 2007 : An Empirical Investigation
Goda, Thomas - 2014
contributory factor to this conundrum was the contemporaneous increase in US bond demand. Using ARDL-based models, which … accommodate structural breaks, this paper estimates the impact of demand on US bond yields in the conundrum period. This impact is … shown to have been everywhere significantly negative. The fact that our model fully explains the bond yield conundrum gives …
Persistent link: https://www.econbiz.de/10013056806
Cover Image
Estimating the cost of US indexed bonds
Foresi, Silverio; Penati, Alessandro; Pennacchi, George G. - 1997
Persistent link: https://www.econbiz.de/10000974947
Cover Image
Sovereign GDP-linked bonds : design choices
Joy, Mark - In: Sovereign GDP-linked bonds : rationale and design, (pp. 53-61). 2018
Persistent link: https://www.econbiz.de/10012054722
Cover Image
The role of inflation-linked debt in US government finances
Rauh, Joshua - 2023
Persistent link: https://www.econbiz.de/10014476587
Cover Image
Estimating the Cost of U.S. Indexed Bonds
Foresi, Silverio - 2015
This paper presents an equilibrium bond pricing model driven by two stochastic factors: the real interest rate and the …
Persistent link: https://www.econbiz.de/10013030269
Cover Image
The Fiscal Consequences of Missing an Inflation Target
Andreolli, Michele; Rey, Hélène - National Bureau of Economic Research - 2023
The European Central Bank is unique in setting monetary policy for several sovereign states with heterogeneous debt levels and different maturity structures. The monetary-fiscal nexus is central to the functioning of the euro area. We focus on one particular aspect of that nexus, the effect the...
Persistent link: https://www.econbiz.de/10013537713