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Common currency and determinants of government bond risk premiums

Poniatowski, Grzegorz - In: Central European journal of economic modelling and … 6 (2014) 2, pp. 71-88

Persistent link: https://www.econbiz.de/10010503057

Disagreement in expectations and the credibility of monetary authorities in the Brazilian inflation targeting regime

Vereda, Luciano; Curi, Alexandre - In: Economia : revista da ANPEC 17 (2016) 1, pp. 56-76

investigates the driving factors of disagreement, paying special attention to the influence of monetary authorities' credibility …' credibility; this relationship is positive in the case of the growth rate of industrial production. …

Persistent link: https://www.econbiz.de/10011865624

Federal Reserve credibility and the term structure of interest rates

Lakdawala, Aeimit; Wu, Shu - In: European economic review : EER 100 (2017), pp. 364-389

Persistent link: https://www.econbiz.de/10011921539

Policy duration effect under zero interest rates : an application of wavelet analysis

Okina, Kunio; Shiratsuka, Shigenori - 2004

A major feature of recent monetary policy in Japan has been heavy reliance on the so-called policy duration effect. This policy employs a commitment to compensate for the central bank s inability to lower the interest rate below zero by altering the anticipated course of monetary policy actions....

Persistent link: https://www.econbiz.de/10011402630

The regime-dependent determination of credibility : a new look at European interest differentials

Tillmann, Peter (contributor) - 2001

Once you allow for persistence in macroeconomic variables, two aspects of exchange rate credibility emerge whose … of regime-dependent determination of credibility for major EMS countries. The model separates two regimes that are … ; interest rate differentials ; regimedependent impulse response functions ; credibility …

Persistent link: https://www.econbiz.de/10001906460

The credibility of the Colombian exchange rate target zone : its impact over the volatility of interest rate differentials

Galindo Andrade, Arturo José - In: The quarterly review of economics and finance : journal … 41 (2001) 1, pp. 111-118

Persistent link: https://www.econbiz.de/10001566623

The cost of credibility : Italian public finance, interest-rate differentials and market learning in the 90s

Valente, Giorgio - In: Rivista di politica economica 88 (1998) 12, pp. 51-98

Persistent link: https://www.econbiz.de/10001432720

The regime-dependent determination of credibility : a new look at European interest rate differentials

Tillmann, Peter - In: German economic review 4 (2003) 4, pp. 409-431

Persistent link: https://www.econbiz.de/10001858749

Policy duration effect under zero interest rates : an application of wavelet analysis

Okina, Kunio; Shiratsuka, Shigenori - 2004

A major feature of recent monetary policy in Japan has been heavy reliance on the so-called policy duration effect. This policy employs a commitment to compensate for the central bank’s inability to lower the interest rate below zero by altering the anticipated course of monetary policy...

Persistent link: https://www.econbiz.de/10001958463

Metas de inflação e estrutura a termo das taxas de juros no Brasil

Montes, Gabriel Caldas; Bastos, Julio Cesar Albuquerque - In: Economia aplicada : EA 15 (2011) 3, pp. 393-417

Persistent link: https://www.econbiz.de/10009628648