Search Results - subject:"Interest Rate Differentials"

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Monetary Policy Independence during Reversal Phases of Domestic-Foreign Interest Rate Differentials

Kim, Kyunghun - In: East Asian Economic Review (EAER) 28 (2024) 2, pp. 221-244

This study examines how the independence of monetary policy changes in situations where the interest rate differential between domestic and foreign rates inverts, utilizing the trilemma indices. For analysis, this paper uses the trilemma indices developed by Kim et al. (2017) to analyze the...

Persistent link: https://www.econbiz.de/10015397888

Monetary policy independence during reversal phases of domestic-foreign interest rate differentials

Kim, Kyunghun - In: East Asian economic review 28 (2024) 2, pp. 221-244

Persistent link: https://www.econbiz.de/10015184795

Modelling time-varying heterogeneity in panel data as regime-switching

Beccarini, Andrea; Kempa, Bernd - In: Annals of economics and statistics 151 (2023), pp. 81-120

Persistent link: https://www.econbiz.de/10015403390

Covered interest parity deviations : macrofinancial determinants

Cerutti, Eugenio M.; Obstfeld, Maurice; Zhou, Haonan - 2019

For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP) appeared to hold quite closely-even as a broad macroeconomic relationship applying to daily or weekly data. Not only have CIP deviations significantly increased since the GFC, but potential...

Persistent link: https://www.econbiz.de/10012001567

Determinanty forwardového kurzu a role rizikových prémií : příklad měnových párů CZK/EUR a CZK/USD)

Arlt, Josef; Mandel, Martin - In: Politická ekonomie : teorie, modelování, aplikace 67 (2019) 5, pp. 476-489

Persistent link: https://www.econbiz.de/10012269288

Measuring monetary policy spillovers between U.S. and German bond yields

Curcuru, Stephanie E.; Pooter, Michiel de; Eckerd, George - 2018

In this paper we estimate the magnitude of spillovers between bond markets in the U.S. and Germany following monetary policy communications by the FOMC and the ECB. The identification of policy-related co-movements following FOMC announcements, in particular, can be difficult because many...

Persistent link: https://www.econbiz.de/10011859194

Observables and residuals : exploring cross-border differences in small and medium enterprise borrowing costs

Carroll, James; McCann, Fergal - 2017

Persistent link: https://www.econbiz.de/10011631567

Impact of interest rate differentials on market capitalization in Pakistan: An empirical analysis

Farooq, Fatima; Anwar, Sadia; Chaudhry, Imran Sharif - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 10 (2016) 3, pp. 687-707

The current study finds out the impact of interest rate differentials on capital market. The difference between lending …, indirect taxes and gross domestic product. This study finds that interest rate differentials is negatively related with market … determinant of market capitalization in Pakistan. Such findings may imply that decreasing the interest rate differentials could be …

Persistent link: https://www.econbiz.de/10011938532

Impact of interest rate differentials on market capitalization in Pakistan : an empirical analysis

Farooq, Fatima; Anwar, Sadia; Chaudhry, Imran Sharif - In: Pakistan journal of commerce and social sciences 10 (2016) 3, pp. 687-707

Persistent link: https://www.econbiz.de/10011929540

Global dollar credit: links to US monetary policy and leverage

McCauley, Robert N; McGuire, Patrick; Sushko, Vladyslav - Bank for International Settlements (BIS) - 2015

Banks and bond investors have extended $9 trillion of US dollar credit to non-bank borrowers outside the United States. This has relevance for the discussion of global liquidity and global monetary policy transmission. This paper contributes to this policy discussion by analysing the links...

Persistent link: https://www.econbiz.de/10011123575