Narrow search
Showing 1 - 10 of 191,899
Cover Image
Long-term interest rate spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2016
long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR … variance decompositions with high frequency data. Our results reveal that sovereign bond yields in Emerging Asia responded …
Persistent link: https://www.econbiz.de/10011582282
Cover Image
Bond yield spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2017
long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR … variance decompositions with high frequency data. Our results reveal that sovereign bond yields in Emerging Asia responded …
Persistent link: https://www.econbiz.de/10011691545
Cover Image
Long-term interest rate spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2016
long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR … variance decompositions with high frequency data. Our results reveal that sovereign bond yields in Emerging Asia responded …
Persistent link: https://www.econbiz.de/10011566825
Cover Image
Long-term interest rate spillovers from major developed economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2017
influenced long-term government bond yields in emerging Asia. To gauge long-term interest spillover effects, the paper uses … emerging Asia responded significantly to changes to the United States and Eurozone bond yields, although the magnitudes were …
Persistent link: https://www.econbiz.de/10011635580
Cover Image
Bond yield spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - In: Pacific economic review 23 (2018) 1, pp. 109-126
Persistent link: https://www.econbiz.de/10011969577
Cover Image
The empirics of UK gilts' yields
Akram, Tanweer; Li, Huiqing - 2020
This paper analyzes the nominal yields of UK gilt-edged securities ("gilts") based on a Keynesian perspective, which holds that the short-term interest rate is the primary driver of the long-term interest rate. Quarterly data are used to model gilts' nominal yields. These models bring to light...
Persistent link: https://www.econbiz.de/10012291941
Cover Image
Long-term interest rate spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2016
long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR … variance decompositions with high frequency data. Our results reveal that sovereign bond yields in Emerging Asia responded …
Persistent link: https://www.econbiz.de/10011567129
Cover Image
Long-term interest rate spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2016
long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR … variance decompositions with high frequency data. Our results reveal that sovereign bond yields in Emerging Asia responded …
Persistent link: https://www.econbiz.de/10011622975
Cover Image
Bond Yield Spillovers from Major Advanced Economies to Emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2017
long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR … variance decompositions with high frequency data. Our results reveal that sovereign bond yields in Emerging Asia responded …
Persistent link: https://www.econbiz.de/10011623722
Cover Image
Bond yield spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2017
long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR … variance decompositions with high frequency data. Our results reveal that sovereign bond yields in Emerging Asia responded …
Persistent link: https://www.econbiz.de/10011936296