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isPartOf:"Journal of monetary economics"
~isPartOf:"IMES discussion paper series / Englische Ausgabe"
~subject:"Impact assessment"
~subject:"Interest rate policy"
~subject:"Schock"
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Search: subject_exact:"LIBOR market model"
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Impact assessment
Interest rate policy
Schock
Yield curve
94
Zinsstruktur
94
Monetary policy
41
Geldpolitik
40
Theorie
28
Theory
28
USA
25
United States
25
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15
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14
Risikoprämie
14
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14
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Inflation expectations
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Inflationserwartung
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Shock
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Zinspolitik
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Credit risk
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English
19
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Fatum, Rasmus
2
Hara, Naoko
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Yamamoto, Yohei
2
Adão, Bernardino
1
Altavilla, Carlo
1
Andrade, Philippe
1
Bahaj, Saleem
1
Beechey, Meredith Jane
1
Binsbergen, Jules H. van
1
Campbell, Sean D.
1
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1
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1
Covitz, Daniel M.
1
Cui, Wei
1
Fernández-Villaverde, Jesús
1
Ferroni, Filippo
1
Gallmeyer, Michael F.
1
Giannone, Domenico
1
Hollifield, Burton
1
Kaas, Leo
1
Kaminska, Iryna
1
Kato, Ryo
1
Koeda, Junko
1
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1
Lu, Biao
1
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1
Modugno, Michele
1
Mumtaz, Haroon
1
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1
Palazzo, Berardino
1
Pence, Karen M.
1
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1
Rubio-Ramírez, Juan Francisco
1
Rudebusch, Glenn D.
1
Smith, Josephine M.
1
Taylor, John B.
1
Ueno, Yoichi
1
Wright, Jonathan H.
1
Wu, Liuren
1
Yamarthy, Ram
1
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Journal of monetary economics
IMES discussion paper series / Englische Ausgabe
NBER working paper series
27
NBER Working Paper
23
Working paper / National Bureau of Economic Research, Inc.
23
Finance and economics discussion series
16
Discussion paper / Centre for Economic Policy Research
14
CESifo working papers
12
Economic modelling
12
Working paper series / European Central Bank
12
Journal of money, credit and banking : JMCB
10
Working paper
10
Economics letters
9
Journal of international money and finance
9
Working papers series / Federal Reserve Bank of San Francisco
9
CAMA working paper series
8
Discussion papers / CEPR
8
FEDS Working Paper
8
International review of economics & finance : IREF
8
Journal of economic dynamics & control
8
Applied economics
7
Journal of banking & finance
7
Working papers / Bank for International Settlements
7
Discussion paper
6
ECB Working Paper
6
Staff working papers / Bank of England
6
The American economic review
6
FRB of New York Staff Report
5
Finance research letters
5
Staff reports / Federal Reserve Bank of New York
5
Staff working paper / Bank of Canada
5
The North American journal of economics and finance : a journal of financial economics studies
5
The review of financial studies
5
American economic journal : a journal of the American Economic Association
4
CFS working paper series
4
IMF working papers
4
Journal of econometrics
4
Journal of empirical finance
4
Journal of financial economics
4
Journal of macroeconomics
4
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ECONIS (ZBW)
19
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1
Credit risk and the transmission of interest rate shocks
Palazzo, Berardino
;
Yamarthy, Ram
- In:
Journal of monetary economics
130
(
2022
),
pp. 120-136
Persistent link: https://www.econbiz.de/10013396267
Saved in:
2
Negative interest rate policy and the influence of macroeconomic news on yields
Fatum, Rasmus
;
Hara, Naoko
;
Yamamoto, Yohei
-
2019
Persistent link: https://www.econbiz.de/10013448677
Saved in:
3
Negative interest rate policy and the influence of macroeconomic news on yields
Fatum, Rasmus
;
Hara, Naoko
;
Yamamoto, Yohei
-
2019
Persistent link: https://www.econbiz.de/10013448712
Saved in:
4
Default cycles
Cui, Wei
;
Kaas, Leo
- In:
Journal of monetary economics
117
(
2021
),
pp. 377-394
Persistent link: https://www.econbiz.de/10012602968
Saved in:
5
Delphic and odyssean monetary policy shocks : evidence from the euro area
Andrade, Philippe
;
Ferroni, Filippo
- In:
Journal of monetary economics
117
(
2021
),
pp. 816-832
Persistent link: https://www.econbiz.de/10012603261
Saved in:
6
Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna
;
Mumtaz, Haroon
;
Šustek, Roman
- In:
Journal of monetary economics
124
(
2021
),
pp. 48-65
Persistent link: https://www.econbiz.de/10013274268
Saved in:
7
Term structure models with negative interest rates
Ueno, Yoichi
-
2017
Persistent link: https://www.econbiz.de/10013273225
Saved in:
8
Sovereign spreads in the Euro area : cross border transmission and macroeconomic implications
Bahaj, Saleem
- In:
Journal of monetary economics
110
(
2020
),
pp. 116-135
Persistent link: https://www.econbiz.de/10012494133
Saved in:
9
Low frequency effects of macroeconomic news on government bond yields
Altavilla, Carlo
;
Giannone, Domenico
;
Modugno, Michele
- In:
Journal of monetary economics
92
(
2017
),
pp. 31-46
Persistent link: https://www.econbiz.de/10011799571
Saved in:
10
The role of monetary policy uncertainty in the term structure of interest rates
Koeda, Junko
;
Kato, Ryo
-
2010
Persistent link: https://www.econbiz.de/10008699785
Saved in:
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