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Economic Policy Uncertainty and the Credit Channel : Aggregate and Bank Level U.S. Evidence over Several Decades

Bordo, Michael D. - 2016

Economic policy uncertainty affects decisions of households, businesses, policy makers and Financial intermediaries. We first examine the impact of economic policy uncertainty on aggregate bank credit growth. Then we analyze commercial bank entity level data to gauge the effects of policy...

Persistent link: https://www.econbiz.de/10012456652

Economic Policy Uncertainty and the Credit Channel : Aggregate and Bank Level U.S. Evidence Over Several Decades

Bordo, Michael D. - 2016

Economic policy uncertainty affects decisions of households, businesses, policy makers and Financial intermediaries. We first examine the impact of economic policy uncertainty on aggregate bank credit growth. Then we analyze commercial bank entity level data to gauge the effects of policy...

Persistent link: https://www.econbiz.de/10012997906

The macroeconomy and the yield curve: a dynamic latent factor approach

Diebold, Francis X.; Rudebusch, Glenn D.; Aruoba, S. … - In: Journal of econometrics 131 (2006) 1/2, pp. 309-338

Persistent link: https://www.econbiz.de/10003298588

The macroeconomy and the yield curve : a dynamic latent factor approach

Diebold, Francis X. (contributor); … - 2004 - rev

Persistent link: https://www.econbiz.de/10003229558

The macroeconomy and the Yield curve : a dynamic latent factor approach

Diebold, Francis X.; Rudebusch, Glenn D.; Aruoba, S. … - 2004

Persistent link: https://www.econbiz.de/10002148078

Essays on the large dimensional approximate dynamic factor model

Schmid, Frank - 2009

Persistent link: https://www.econbiz.de/10013436419

Die Bewertung von Zinsoptionen

Walter, Ulrich - 1996

Persistent link: https://www.econbiz.de/10000560789

Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields

Hautsch, Nikolaus; Ou, Yangguoyi - In: Journal of banking & finance 36 (2012) 11, pp. 2988-3007

Persistent link: https://www.econbiz.de/10009673006

The incremental information in the yield curve about future interest rate risk

Christensen, Bent Jesper; Kjær, Mads Markvart; … - 2021 - This version: June 28, 2021

Persistent link: https://www.econbiz.de/10012621334

The incremental information in the yield curve about future interest rate risk

Christensen, Bent Jesper; Kjær, Mads Markvart; … - In: Journal of banking & finance 155 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014490508

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