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Market volatility, monetary policy and the term premium

Mallick, Sushanta Kumar; Mohanty, M. S.; Zampolli, Fabrizio - 2017

Persistent link: https://www.econbiz.de/10011613347

Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model

Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196

Persistent link: https://www.econbiz.de/10011378505

Possible effects of the stock market movements on interest rates, output and inflation : empirical evidence from the emerging markets of Europe

Ozcelebi, Oguzhan - In: Global business & economics review 16 (2014) 2, pp. 179-201

Persistent link: https://www.econbiz.de/10010495835

The excess sensitivity of long-term interest rates and central bank credibility

Park, Kwangyong - 2020

Persistent link: https://www.econbiz.de/10012548641

Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model

Peretti, Vittorio; Gupta, Rangan; Inglesi-Lotz, Roula - In: Economics, management and financial markets 7 (2012) 4, pp. 101-120

Persistent link: https://www.econbiz.de/10009740972

The impacts of interest rate and exchange rate volatilities on the demand for money in developing economies

Nyumuah, Felix S. - In: International journal of economics and finance 10 (2018) 3, pp. 56-69

Persistent link: https://www.econbiz.de/10011817986

Euro interest rate swap yields : a GARCH analysis

Akram, Tanweer; Mamun, Khawaja Abdullah al - 2023

This paper models the month-over-month change in euro-denominated (EUR) long-term interest rate swap yields. It shows that the change in the short-term interest rate has an economically and statistically significant effect on the change in EUR swap yields of different maturity tenors, after...

Persistent link: https://www.econbiz.de/10014438498