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Monetary Policy Implementation and Volatility Transmission Along the Yield Curve : The Case of Kenya

Alper, C. Emre - 2016

instruments with longer maturities (e.g., T-bills) in Kenya since 2012, year in which the monetary policy framework switched to a … forward-looking approach, relative to seven other inflation targeting (IT) countries (Ghana, Hungary,Poland, South Africa …, Sweden, Thailand, and Uganda). Kenya shows strong volatility transmission and high persistence similar to other countries in …

Persistent link: https://www.econbiz.de/10012977834

Monetary policy implementation and volatility transmission along the yield curve : the case of Kenya

Alper, C. Emre; Morales, R. Armando; Yang, Fan - In: The South African journal of economics 85 (2017) 3, pp. 455-478

Persistent link: https://www.econbiz.de/10011744016

Relationship between exchange rate volatility and interest rates evidence from Ghana

Mohammed, Sarpong; Mohammed, Abubakari; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-19

This paper examines the effect of interest rates on exchange rate volatilities in Ghana. It utilizes the Quarterly Time …'s policy rate, and the Ghana Stock Exchange composite index. However, in the short-run model, exchange rate volatility was …

Persistent link: https://www.econbiz.de/10013183845

Excess sensitivity and volatility of long interest rates : the role of limited information in bond markets

Beechey, Meredith Jane - 2004

Asymmetric information between the central bank and bond markets creates an inference problem that affects the behaviour of long interest rates. This paper employs a simple macroeconomic model with a time-varying infation target to illustrate the implications of asymmetry for the sensitivity of...

Persistent link: https://www.econbiz.de/10011584341