Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve
Year of publication: |
2015
|
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Authors: | Gertler, Lubomira |
Published in: |
Czech Journal of Economics and Finance (Finance a uver). - Institut ekonomických studií, ISSN 0015-1920. - Vol. 65.2015, 2, p. 106-126
|
Publisher: |
Institut ekonomických studií |
Subject: | yield curve | Nelson-Siegel term structure approximation | liquidity | unconventional monetary policy |
Extent: | application/pdf |
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Type of publication: | Article |
Classification: | c38 ; C51 - Model Construction and Estimation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G14 - Information and Market Efficiency; Event Studies ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Interactions of unconventional monetary policy measures with the euro area yield curve
Gertler, Ľubomíra, (2015)
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