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When do treasuries earn the convenience yield? : a hedging perspective

Acharya, Viral V.; Laarits, Toomas - 2023

Persistent link: https://www.econbiz.de/10014422408

Welfare implications of alternative monetary policy rules : a new Keynesian DSGE model for Turkey

Yağcıbaşı, Özge Filiz; Yıldırım, Mustafa Ozan - In: Národohospodářský obzor : časopis věnovaný … 17 (2017) 4, pp. 363-379

Persistent link: https://www.econbiz.de/10011795839

A joint affine model of commodity futures and US Treasury yields

Chin, Michael; Liu, Zhuoshi - 2015

Persistent link: https://www.econbiz.de/10010497510

Implicit inflation and risk premiums in the Brazilian fixed income market

Mariani, Lucas Argentieri; Laurini, Márcio Poletti - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1836-1853

Persistent link: https://www.econbiz.de/10011824783

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

The effectiveness of alternative monetary policy tools in a zero lower bound environment

Hamilton, James D.; Wu, Jing Cynthia - 2011

"This paper reviews alternative options for monetary policy when the short-term interest rate is at the zero lower bound and develops new empirical estimates of the effects of the maturity structure of publicly held debt on the term structure of interest rates. We use a model of risk-averse...

Persistent link: https://www.econbiz.de/10009006774