Colarossi, Silvio; Zaghini, Andrea - Center for Financial Studies - 2007
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JEL Classification: E4, E5, G1
Keywords: Monetary Policy, Yield Curve, GARCH.
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1. Introduction
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The … monetary policy decision-making
process and the way expectations about future moves are formed directly influence the …
effectiveness of monetary policy itself. Eventually, the success of current changes in official
rates in affecting spending …