Macroeconomic shocks and the forward yield curve : how important is monetary policy?
Ana María Chirinos-Leañez and Carolina Pagliacci
| Year of publication: |
2015
|
|---|---|
| Authors: | Chirinos, Ana María ; Pagliacci, Carolina |
| Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, ISSN 1752-0843, ZDB-ID 2425758-8. - Vol. 8.2015, 1/3, p. 201-223
|
| Subject: | yield curve | structural shock | SVAR | sign restriction | spread | volatility in bond market | Zinsstruktur | Yield curve | Schock | Shock | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Volatilität | Volatility | Rentenmarkt | Bond market | Öffentliche Anleihe | Public bond |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011402377