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Central bank policy reaction and the expectations hypothesis of the term structure
Kugler, Peter - In: International journal of finance & economics : IJFE 2 (1997) 3, pp. 217-224
Persistent link: https://www.econbiz.de/10001227634
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The impact of monetary policy on expectations along the yield curve
Böck, Maximilian; Feldkircher, Martin - 2020
Persistent link: https://www.econbiz.de/10012424477
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Forward rates : predictive power and trading strategies
Afanasenko, Diana - 2014
Persistent link: https://www.econbiz.de/10011340461
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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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Théorie des anticipations et prévision des taux monétaires à partir d'un modèle VAR
Hamza, Hichem - In: Nouveaux enjeux et nouvelles pratiques de la politique …, (pp. 803-834). 2006
Persistent link: https://www.econbiz.de/10003385412
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Représentation VAR et test de la théorie des anticipations de la structure par terme
Jondeau, Eric - 1997
Persistent link: https://www.econbiz.de/10000968630
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Extracting information from asset prices : the methodology of EMU calculators
Favero, Carlo A. (contributor) - 1997
Persistent link: https://www.econbiz.de/10000998756
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Below the zero lower bound : a shadow-rate term structure model for the euro area
Vladu, Andreea L.; Lemke, Wolfgang - In: Essays on interest rates at the lower bound, (pp. 7-56). 2018
Persistent link: https://www.econbiz.de/10012098882
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Below the zero lower bound : a shadow-rate term structure model for the euro area
Lemke, Wolfgang; Vladu, Andreea L. - 2016
We propose an arbitrage-free shadow-rate term structure model to analyze the euro-area yield curve from 1999 to mid-2015, when bond yields turned negative at various maturities. In the model the 'shadow rate' can reach any positive or negative level, while the actual one-month rate cannot fall...
Persistent link: https://www.econbiz.de/10011532627
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Interest rate differentials, capital mobility and devaluation expectations
Bernhardsen, Tom - 1998
Persistent link: https://www.econbiz.de/10000992297