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Co-jumping of treasury yield curve rates
Baruník, Jozef; Fišer, Pavel - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 3, pp. 481-506
Persistent link: https://www.econbiz.de/10014632034
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Extraction of proxy relative sovereign bond yield curve factors
Ishii, Hokuto - In: Applied economics letters 29 (2022) 20, pp. 1927-1930
Persistent link: https://www.econbiz.de/10013412335
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Yield curve construction : a note on the Moldovan bond market
Speian, Olesea; Ganea, Victoria; Kyriakopoulos, Constantinos - In: Bulletin of applied economics 9 (2022) 1, pp. 137-146
Persistent link: https://www.econbiz.de/10013407309
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Time-varying threshold dynamics of US bond yield spreads and Dow index returns
Lee, Nicholas Rueilin; Lin, Yih-Bey; Chen, Ming-Jun - In: International journal of monetary economics and finance … 16 (2023) 6, pp. 505-521
Persistent link: https://www.econbiz.de/10015066090
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Evolution of India's government debt market : challenges and opportunities
Kanjilal, Kakali - In: International journal of Indian culture and business … 7 (2013) 4, pp. 572-588
Persistent link: https://www.econbiz.de/10010254117
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Causes of the curve: Assessing risk in public and private financial economics
Barry, Todd J. - In: Theoretical and applied economics : GAER review 27 (2020) 2/623, pp. 109-130
Persistent link: https://www.econbiz.de/10012643145
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Evaluating Central Bank asset purchases in a term structure model with a forward-looking supply factor
Equiza, Juan; Gimeno, Ricardo; Moreno, Antonio; Thomas, … - 2023
Persistent link: https://www.econbiz.de/10014267191
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Global spillovers and domestic monetary policy : [the effects of conventional and unconventional measures]
Chinn, Menzie David - 2013
Persistent link: https://www.econbiz.de/10010253546
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The interest rate effects of government bond purchases away from the lower bound
De Rezende, Rafael B. - 2016
I analyze the recent experience of unconventional monetary policy in Sweden to study the interest rate transmission mechanisms of government bond purchases when interest rates are not constrained by a lower bound. Using dynamic term structure models and event study regressions I find that...
Persistent link: https://www.econbiz.de/10011471465
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Interactions of unconventional monetary policy measures with the euro area yield curve
Gertler, Ľubomíra - In: Finance a úvěr 65 (2015) 2, pp. 106-126
Persistent link: https://www.econbiz.de/10010501900