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Equilibrium yield curves with imperfect information

Tanaka, Hiroatsu - 2022 - This draft: December 2022

Persistent link: https://www.econbiz.de/10014282928

Movements in yields, not the equity premium : Bernanke-Kuttner redux

Nagel, Stefan; Xu, Zhengyang - 2024

We show that the stock market price reaction to monetary policy surprises upon announcements of the Federal Open Market Committee (FOMC) is explained mostly by changes in the default-free term structure of yields, not by changes in the equity premium. We reach this conclusion based on a new...

Persistent link: https://www.econbiz.de/10015052545

Can affine models match the moments in bond yields?

Feldhütter, Peter - In: The quarterly journal of finance 6 (2016) 2, pp. 1-56

Persistent link: https://www.econbiz.de/10011488706

A decomposition of Korean sovereign bond yields : joint estimation using sovereign CDS and bond data

Kim, Jungmu; Lee, Changjun - In: Asia-Pacific journal of financial studies 43 (2014) 6, pp. 918-947

Persistent link: https://www.econbiz.de/10010476859

Can time-varying risk premiums explain the excess returns in the interest rate parity condition?

Aysun, Uluc; Lee, Sanglim - In: Emerging markets review 18 (2014), pp. 78-100

Persistent link: https://www.econbiz.de/10010417528

Predictions of short-term rates and the expectations hypothesis

Guidolin, Massimo; Thornton, Daniel L. - In: International journal of forecasting 34 (2018) 4, pp. 636-664

Persistent link: https://www.econbiz.de/10012031076

The expectations hypothesis of the term structure of interest rates and monetary policy : some evidence from Asian countries

Guerello, Chiara; Tronzano, Marco - In: Applied economics 48 (2016) 55/57, pp. 5405-5420

Persistent link: https://www.econbiz.de/10011742070

Monetary policy as a carry trade

Goodfriend, Marvin - 2014

Persistent link: https://www.econbiz.de/10011375751

Disentangling the predictive power of term spreads under inflation targeting

Lee, Jiyoung - In: International economic journal 29 (2015) 3, pp. 419-450

Persistent link: https://www.econbiz.de/10011341826

Interest rate, size and book-to-market effects in Australian financial firms

Akhtaruzzaman, Md.; Docherty, Paul; Shamsuddin, Abul - In: Applied economics 46 (2014) 25/27, pp. 3005-3020

Persistent link: https://www.econbiz.de/10010418172

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