Interest rate swaps and the transmission mechanism of monetary policy : a quantile connectedness approach

Ioannis Chatziantoniou, David Gabauer, Alexis Stenfors

Year of publication:	2021
Authors:	Chatziantoniou, Ioannis ; Gabauer, David ; Stenfors, Alexis
Published in:	Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 204.2021, p. 1-4
Subject:	Interest rate swaps \| Monetary policy transmission mechanism \| Quantile vector autoregression \| Geldpolitische Transmission \| Monetary transmission \| VAR-Modell \| VAR model \| Geldpolitik \| Monetary policy \| Zinsderivat \| Interest rate derivative \| Zins \| Interest rate \| Theorie \| Theory \| Swap \| Schock \| Shock

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012607795

A service of the