On the transmission mechanism of Asia-Pacific yield curve characteristics
Year of publication: |
2022
|
---|---|
Authors: | Gabauer, David ; Subramaniam, Sowmya ; Gupta, Rangan |
Subject: | dynamic connectedness | TVP-VAR | yield curve decomposition | yield curve spillovers | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Geldpolitische Transmission | Monetary transmission | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Asiatisch-pazifischer Raum | Asia-Pacific region | Dekompositionsverfahren | Decomposition method |
-
The asymmetric and persistent effects of Fed policy on global bond yields
Adrian, Tobias, (2024)
-
The Czech government yield curve decomposition at the lower bound
Kučera, Adam, (2019)
-
Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
Antonakakis, Nikolaos, (2013)
- More ...
-
On the transmission mechanism of Asia‐Pacific yield curve characteristics
Gabauer, David, (2020)
-
Investigating Dynamic Connectedness of Global Equity Markets : The Role of Investor Attention
Dash, Saumya, (2022)
-
Investigating Dynamic Connectedness of Global Equity Markets : The Role of Investor Attention
Dash, Saumya, (2022)
- More ...