The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network
Milan Csaba Badics, Zsuzsa R. Huszar, Balazs B. Kotro
| Year of publication: |
2023
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|---|---|
| Authors: | Badics, Milan Csaba ; Huszár, Zsuzsa R. ; Kotro, Balazs B. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 88.2023, p. 1-17
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| Subject: | Connectedness | Fed monetary decisions | Global and local crises | Sovereign yield curve network | Toda-Yamamoto causality | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | Zentralbank | Central bank | Eurozone | Euro area | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2023.101837 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014483178